+2,941.1%
SHOP vs LOW
+233.1%
+2,708.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -13.2% | -2.6% | -10.6% | -11.6% |
| 30D | -17.0% | -11.1% | -5.9% | -10.2% |
| 3M | +17.0% | -8.5% | +25.5% | +24.2% |
| 6M | -2.1% | -20.8% | +18.7% | +13.2% |
| YTD | -21.4% | -17.2% | -4.1% | -12.7% |
| 1Y | -11.0% | -24.7% | +13.8% | +4.8% |
| 3Y | +100.9% | -9.7% | +110.7% | +107.9% |
| 5Y | -14.7% | +6.0% | -20.7% | -18.1% |
| All | +2,941.1% | +233.1% | +2,708.0% | +1,788.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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