-4.9%
SHOP vs LNT
+13.9%
-18.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +8.5% |
| 7D | -9.0% | +7.2% | -16.2% | -5.3% |
| 30D | -4.4% | +15.6% | -20.0% | +4.1% |
| 3M | +24.1% | +5.2% | +18.9% | +27.5% |
| 6M | +20.0% | +1.7% | +18.3% | +22.7% |
| YTD | -4.9% | +17.0% | -21.9% | +5.0% |
| 1Y | -4.9% | +14.2% | -19.2% | +5.5% |
| All | -4.9% | +13.9% | -18.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 1y: compounded portfolio wealth divided by compounded LNT 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…
1y analysis · Full analysis span regression · 6 months rolling