+3,781.0%
SHOP vs LSCC
+1,351.6%
+2,429.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +2.7% |
| 7D | -1.2% | +7.0% | -8.2% | -4.6% |
| 30D | -14.7% | -2.3% | -12.4% | -15.6% |
| 3M | -7.2% | -12.5% | +5.3% | -4.7% |
| 6M | +54.2% | -10.6% | +64.8% | +48.4% |
| YTD | -8.6% | +52.7% | -61.3% | -35.9% |
| 1Y | +0.5% | +74.0% | -73.5% | -34.3% |
| 3Y | +135.9% | +104.8% | +31.2% | +28.1% |
| 5Y | -11.9% | +36.2% | -48.1% | -43.5% |
| All | +3,781.0% | +1,351.6% | +2,429.5% | +978.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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