-11.2%
SHOP vs LNT
+55.9%
-67.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.2% | +1.0% | -2.3% | -1.3% |
| 30D | -14.7% | +9.6% | -24.3% | -15.7% |
| 3M | -7.2% | +5.4% | -12.6% | -7.8% |
| 6M | +54.2% | +3.1% | +51.1% | +53.3% |
| YTD | -8.6% | +16.5% | -25.1% | -11.8% |
| 1Y | +0.5% | +12.3% | -11.8% | -2.1% |
| 3Y | +135.9% | +70.3% | +65.6% | +103.0% |
| All | -11.2% | +55.9% | -67.1% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling