+3,772.8%
SHOP vs LH
+263.7%
+3,509.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.1% | +2.5% | -0.4% | +0.8% |
| 30D | -16.8% | +18.7% | -35.6% | -23.9% |
| 3M | -2.4% | +15.3% | -17.8% | -9.5% |
| 6M | +47.0% | +45.4% | +1.6% | +20.5% |
| YTD | -8.8% | +49.5% | -58.3% | -26.7% |
| 1Y | -6.3% | +41.4% | -47.7% | -22.5% |
| 3Y | +139.3% | +87.6% | +51.7% | +66.1% |
| 5Y | -12.1% | +53.8% | -65.8% | -33.0% |
| All | +3,772.8% | +263.7% | +3,509.1% | +1,698.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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