+2,941.1%
SHOP vs LQD
+22.3%
+2,918.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.4% |
| 7D | -13.2% | -1.1% | -12.1% | -11.6% |
| 30D | -17.0% | -1.1% | -15.9% | -15.4% |
| 3M | +17.0% | -2.3% | +19.4% | +21.9% |
| 6M | -2.1% | -2.9% | +0.8% | +3.2% |
| YTD | -21.4% | -2.3% | -19.0% | -17.9% |
| 1Y | -11.0% | -2.2% | -8.8% | -7.1% |
| 3Y | +100.9% | +14.0% | +86.9% | +63.3% |
| 5Y | -14.7% | -5.8% | -8.9% | -9.3% |
| All | +2,941.1% | +22.3% | +2,918.8% | +2,588.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling