+8,552.4%
SHOP vs LNT
+245.8%
+8,306.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.2% | +1.0% | -2.3% | -1.4% |
| 30D | -14.7% | +9.6% | -24.3% | -16.4% |
| 3M | -7.2% | +5.4% | -12.6% | -8.3% |
| 6M | +54.2% | +3.1% | +51.1% | +52.6% |
| YTD | -8.6% | +16.5% | -25.1% | -12.5% |
| 1Y | +0.5% | +12.3% | -11.8% | -2.9% |
| 3Y | +135.9% | +70.3% | +65.6% | +102.1% |
| 5Y | -11.9% | +56.4% | -68.3% | -23.6% |
| 10Y | +3,608.8% | +184.3% | +3,424.5% | +2,657.9% |
| All | +8,552.4% | +245.8% | +8,306.6% | +5,783.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling