+8,534.1%
SHOP vs LEN
+102.3%
+8,431.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.1% |
| 7D | +2.1% | -8.7% | +10.9% | +6.7% |
| 30D | -16.8% | +11.6% | -28.4% | -21.6% |
| 3M | -2.4% | -1.3% | -1.1% | -2.7% |
| 6M | +47.0% | -1.4% | +48.5% | +45.8% |
| YTD | -8.8% | -16.9% | +8.1% | -3.5% |
| 1Y | -6.3% | -31.2% | +24.9% | +8.7% |
| 3Y | +139.3% | -25.6% | +164.9% | +152.8% |
| 5Y | -12.1% | -13.3% | +1.2% | -14.2% |
| 10Y | +3,601.0% | +138.4% | +3,462.6% | +2,002.4% |
| All | +8,534.1% | +102.3% | +8,431.8% | +5,531.8% |
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