+8,434.7%
SHOP vs LEN
+101.0%
+8,333.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -5.1% | -3.2% | -1.9% | -3.5% |
| 30D | +0.6% | -4.9% | +5.5% | +2.9% |
| 3M | +25.0% | -8.5% | +33.5% | +30.0% |
| 6M | +11.9% | -20.7% | +32.6% | +23.9% |
| YTD | -9.9% | -17.4% | +7.5% | -3.4% |
| 1Y | 0.0% | -38.2% | +38.2% | +23.1% |
| 3Y | +117.5% | -24.9% | +142.4% | +131.3% |
| 5Y | -6.6% | -11.4% | +4.8% | -8.6% |
| 10Y | +3,320.3% | +110.0% | +3,210.3% | +1,986.2% |
| All | +8,434.7% | +101.0% | +8,333.7% | +5,539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling