+3,608.8%
SHOP vs LDOS
+248.5%
+3,360.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.6% |
| 7D | -5.4% | -7.2% | +1.8% | -2.2% |
| 30D | -10.3% | +16.8% | -27.2% | -16.4% |
| 3M | +1.0% | -1.6% | +2.6% | +1.2% |
| 6M | +41.2% | -1.0% | +42.2% | +39.9% |
| YTD | -7.5% | -25.8% | +18.3% | +4.7% |
| 1Y | -4.6% | -31.1% | +26.5% | +11.7% |
| 3Y | +146.4% | +32.8% | +113.6% | +105.4% |
| 5Y | -2.5% | +49.4% | -51.9% | -25.3% |
| All | +3,608.8% | +248.5% | +3,360.4% | +1,957.4% |
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