+8,434.7%
SHOP vs LOW
+266.5%
+8,168.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.4% |
| 7D | -5.1% | -1.7% | -3.4% | -3.9% |
| 30D | +0.6% | -7.0% | +7.6% | +5.5% |
| 3M | +25.0% | -0.9% | +25.9% | +25.5% |
| 6M | +11.9% | -20.1% | +32.0% | +28.4% |
| YTD | -9.9% | -13.9% | +4.0% | -2.6% |
| 1Y | 0.0% | -21.1% | +21.1% | +13.9% |
| 3Y | +117.5% | -6.6% | +124.1% | +120.0% |
| 5Y | -6.6% | +9.4% | -16.0% | -12.3% |
| 10Y | +3,320.3% | +220.5% | +3,099.8% | +1,714.4% |
| All | +8,434.7% | +266.5% | +8,168.2% | +4,218.9% |
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