-11.0%
SHOP vs LQD
-2.1%
-8.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +2.3% |
| 7D | -13.2% | -1.1% | -12.1% | -10.7% |
| 30D | -17.0% | -1.1% | -15.9% | -14.3% |
| 3M | +17.0% | -2.3% | +19.4% | +24.4% |
| 6M | -2.1% | -2.9% | +0.8% | +5.2% |
| YTD | -21.4% | -2.3% | -19.0% | -16.6% |
| 1Y | -11.0% | -2.2% | -8.8% | -2.7% |
| All | -11.0% | -2.1% | -8.9% | -2.7% |
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