+3,557.0%
SHOP vs LDOS
+254.8%
+3,302.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +2.8% | +1.9% | +1.0% | +1.9% |
| 30D | -14.2% | +12.8% | -27.0% | -18.8% |
| 3M | -5.5% | -1.0% | -4.5% | -5.6% |
| 6M | +32.8% | +6.2% | +26.6% | +27.4% |
| YTD | -8.9% | -23.2% | +14.3% | +1.6% |
| 1Y | -7.7% | -29.5% | +21.8% | +7.0% |
| 3Y | +139.0% | +37.1% | +102.0% | +96.1% |
| 5Y | -0.5% | +55.6% | -56.2% | -25.4% |
| 10Y | +3,557.0% | +249.4% | +3,307.6% | +1,648.9% |
| All | +3,557.0% | +254.8% | +3,302.2% | +1,648.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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