-11.2%
SHOP vs LH
+14.9%
-26.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -11.2% | -4.7% | -6.5% | -10.0% |
| 30D | -14.4% | -3.5% | -10.9% | -13.4% |
| 3M | +16.6% | +17.7% | -1.1% | +12.7% |
| 6M | -0.6% | +15.8% | -16.3% | -3.3% |
| YTD | -20.0% | +25.1% | -45.1% | -22.2% |
| 1Y | -11.2% | +12.5% | -23.7% | -13.2% |
| All | -11.2% | +14.9% | -26.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling