+8,434.7%
SHOP vs LH
+238.0%
+8,196.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.2% |
| 7D | -5.1% | -2.5% | -2.7% | -3.8% |
| 30D | +0.6% | +4.3% | -3.8% | -1.6% |
| 3M | +25.0% | +25.5% | -0.5% | +10.7% |
| 6M | +11.9% | +17.0% | -5.1% | +2.7% |
| YTD | -9.9% | +31.3% | -41.1% | -22.5% |
| 1Y | 0.0% | +20.0% | -20.0% | -10.4% |
| 3Y | +117.5% | +63.9% | +53.6% | +61.5% |
| 5Y | -6.6% | +30.9% | -37.5% | -22.6% |
| 10Y | +3,320.3% | +191.4% | +3,128.9% | +1,627.9% |
| All | +8,434.7% | +238.0% | +8,196.7% | +4,001.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling