-4.9%
SHOP vs LQD
-1.7%
-3.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.6% | +5.4% |
| 7D | -9.0% | +0.4% | -9.4% | -9.9% |
| 30D | -4.4% | +2.6% | -7.0% | -10.7% |
| 3M | +24.1% | -1.7% | +25.8% | +30.9% |
| 6M | +20.0% | -1.9% | +21.9% | +26.7% |
| YTD | -4.9% | -2.2% | -2.7% | +0.4% |
| 1Y | -4.9% | -1.9% | -3.0% | -1.3% |
| All | -4.9% | -1.7% | -3.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LQD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling