+8,680.0%
SHOP vs LOW
+317.8%
+8,362.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -2.5% | +1.0% | -3.4% | -3.1% |
| 30D | -16.7% | +25.6% | -42.3% | -28.5% |
| 3M | -2.2% | +5.3% | -7.5% | -5.8% |
| 6M | +45.6% | +3.7% | +41.8% | +41.0% |
| YTD | -7.3% | -1.9% | -5.4% | -8.4% |
| 1Y | -6.1% | +0.6% | -6.7% | -9.1% |
| 3Y | +143.3% | +26.4% | +116.9% | +99.8% |
| 5Y | +0.2% | +10.1% | -10.0% | -8.1% |
| 10Y | +3,663.5% | +301.3% | +3,362.2% | +1,620.3% |
| All | +8,680.0% | +317.8% | +8,362.2% | +3,961.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling