+7,358.2%
SHOP vs LHX
+294.5%
+7,063.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.7% |
| 7D | -10.6% | -3.7% | -6.9% | -9.3% |
| 30D | -18.3% | -13.2% | -5.1% | -14.0% |
| 3M | +14.8% | -18.4% | +33.2% | +23.1% |
| 6M | -5.0% | -32.0% | +26.9% | +9.0% |
| YTD | -21.2% | -13.6% | -7.6% | -17.8% |
| 1Y | -11.6% | -6.0% | -5.6% | -10.9% |
| 3Y | +101.2% | +57.9% | +43.3% | +63.4% |
| 5Y | -15.7% | +19.2% | -34.9% | -25.8% |
| 10Y | +2,989.4% | +232.3% | +2,757.2% | +1,326.7% |
| All | +7,358.2% | +294.5% | +7,063.7% | +3,023.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling