+2,993.7%
SHOP vs LHX
+227.8%
+2,765.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.1% |
| 7D | -11.2% | -4.3% | -7.0% | -9.9% |
| 30D | -14.4% | -15.1% | +0.8% | -9.6% |
| 3M | +16.6% | -21.0% | +37.6% | +25.6% |
| 6M | -0.6% | -32.0% | +31.4% | +12.7% |
| YTD | -20.0% | -15.3% | -4.7% | -16.3% |
| 1Y | -11.2% | -11.1% | -0.1% | -8.8% |
| 3Y | +99.5% | +54.0% | +45.5% | +66.9% |
| 5Y | -13.2% | +17.1% | -30.3% | -22.2% |
| All | +2,993.7% | +227.8% | +2,765.9% | +1,706.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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