-9.3%
SHOP vs LH
+31.3%
-40.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.6% |
| 30D | -11.5% | +2.0% | -13.5% | -12.5% |
| 3M | +21.1% | +24.3% | -3.2% | +7.3% |
| 6M | +3.0% | +21.1% | -18.1% | -7.5% |
| YTD | -16.7% | +30.4% | -47.1% | -28.6% |
| 1Y | -8.3% | +18.4% | -26.7% | -17.4% |
| 3Y | +112.8% | +65.5% | +47.4% | +50.9% |
| 5Y | -9.3% | +29.9% | -39.1% | -29.0% |
| All | -9.3% | +31.3% | -40.5% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling