+8,434.7%
SHOP vs LQD
+34.1%
+8,400.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -0.4% | -4.7% | -4.4% |
| 30D | +0.6% | -0.8% | +1.4% | +1.9% |
| 3M | +25.0% | -1.9% | +27.0% | +29.3% |
| 6M | +11.9% | -2.7% | +14.6% | +17.4% |
| YTD | -9.9% | -1.3% | -8.6% | -7.6% |
| 1Y | 0.0% | 0.0% | 0.0% | +0.6% |
| 3Y | +117.5% | +14.9% | +102.6% | +75.7% |
| 5Y | -6.6% | -4.6% | -2.1% | -2.9% |
| 10Y | +3,320.3% | +22.0% | +3,298.3% | +2,805.5% |
| All | +8,434.7% | +34.1% | +8,400.6% | +7,091.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling