-15.7%
SHOP vs LNT
+31.1%
-46.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.3% |
| 7D | -10.6% | +0.2% | -10.8% | -10.6% |
| 30D | -18.3% | -0.5% | -17.8% | -18.3% |
| 3M | +14.8% | -5.5% | +20.3% | +15.6% |
| 6M | -5.0% | -3.8% | -1.2% | -4.9% |
| YTD | -21.2% | +6.8% | -28.1% | -23.0% |
| 1Y | -11.6% | +9.3% | -20.9% | -14.0% |
| 3Y | +101.2% | +47.9% | +53.3% | +79.8% |
| 5Y | -15.7% | +31.6% | -47.3% | -25.0% |
| All | -15.7% | +31.1% | -46.8% | -25.0% |
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