-9.3%
SHOP vs LEN
-12.1%
+2.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.7% | -5.0% |
| 7D | -4.1% | -2.9% | -1.2% | -2.1% |
| 30D | -11.5% | -8.9% | -2.7% | -6.0% |
| 3M | +21.1% | -10.9% | +32.0% | +29.7% |
| 6M | +3.0% | -19.7% | +22.7% | +17.1% |
| YTD | -16.7% | -20.6% | +3.9% | -6.7% |
| 1Y | -8.3% | -42.4% | +34.1% | +28.6% |
| 3Y | +112.8% | -26.5% | +139.4% | +106.9% |
| 5Y | -9.3% | -10.9% | +1.7% | -33.7% |
| All | -9.3% | -12.1% | +2.8% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling