+96.4%
SHOP vs LH
+63.5%
+32.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.0% |
| 7D | -10.6% | -3.2% | -7.4% | -9.5% |
| 30D | -18.3% | +0.1% | -18.4% | -18.3% |
| 3M | +14.8% | +18.6% | -3.8% | +7.8% |
| 6M | -5.0% | +17.9% | -23.0% | -10.7% |
| YTD | -21.2% | +28.9% | -50.2% | -28.5% |
| 1Y | -11.6% | +16.6% | -28.2% | -16.9% |
| All | +96.4% | +63.5% | +32.9% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling