+3,663.5%
SHOP vs LEN
+142.4%
+3,521.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -2.5% | -6.4% | +3.9% | +0.6% |
| 30D | -16.7% | +15.6% | -32.4% | -22.9% |
| 3M | -2.2% | -0.8% | -1.4% | -2.8% |
| 6M | +45.6% | +0.4% | +45.2% | +43.1% |
| YTD | -7.3% | -14.1% | +6.9% | -3.4% |
| 1Y | -6.1% | -29.6% | +23.5% | +7.9% |
| 3Y | +143.3% | -23.1% | +166.5% | +152.7% |
| 5Y | +0.2% | -8.9% | +9.0% | -5.0% |
| 10Y | +3,663.5% | +146.2% | +3,517.3% | +1,995.4% |
| All | +3,663.5% | +142.4% | +3,521.1% | +1,995.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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