+8,355.9%
SHOP vs LDOS
+423.7%
+7,932.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -13.9% | -3.7% | -10.2% | -12.4% |
| 30D | -12.6% | +16.4% | -29.0% | -18.2% |
| 3M | -0.3% | +7.4% | -7.8% | -3.9% |
| 6M | +33.6% | -0.3% | +33.9% | +32.1% |
| YTD | -10.7% | -24.0% | +13.3% | -0.5% |
| 1Y | -11.8% | -29.6% | +17.8% | +1.6% |
| 3Y | +133.9% | +35.1% | +98.7% | +96.4% |
| 5Y | -5.9% | +52.9% | -58.8% | -27.0% |
| 10Y | +3,571.8% | +262.2% | +3,309.6% | +1,869.6% |
| All | +8,355.9% | +423.7% | +7,932.1% | +3,371.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling