+3,772.8%
SHOP vs LNT
+185.4%
+3,587.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | -16.8% | +9.9% | -26.8% | -18.5% |
| 3M | -2.4% | +4.8% | -7.2% | -3.4% |
| 6M | +47.0% | +2.2% | +44.8% | +45.9% |
| YTD | -8.8% | +15.9% | -24.7% | -12.5% |
| 1Y | -6.3% | +10.6% | -16.8% | -9.0% |
| 3Y | +139.3% | +66.1% | +73.2% | +106.7% |
| 5Y | -12.1% | +55.6% | -67.7% | -23.6% |
| All | +3,772.8% | +185.4% | +3,587.4% | +3,030.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling