+61.0%
SHOP vs LCID
-95.4%
+156.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | -5.1% | -6.6% | +1.5% | -3.6% |
| 30D | +0.6% | -30.1% | +30.7% | +8.7% |
| 3M | +25.0% | -17.6% | +42.6% | +24.5% |
| 6M | +11.9% | -54.4% | +66.3% | +27.2% |
| YTD | -9.9% | -55.7% | +45.9% | +2.0% |
| 1Y | 0.0% | -71.0% | +71.0% | +24.3% |
| 3Y | +117.5% | -92.6% | +210.1% | +237.1% |
| 5Y | -6.6% | -97.6% | +91.0% | +90.5% |
| All | +61.0% | -95.4% | +156.4% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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