+3,291.5%
SHOP vs LSCC
+1,763.3%
+1,528.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.4% |
| 7D | -5.1% | +1.3% | -6.4% | -5.7% |
| 30D | +0.6% | -9.7% | +10.3% | +4.8% |
| 3M | +25.0% | -23.7% | +48.7% | +35.3% |
| 6M | +11.9% | +26.5% | -14.6% | -7.5% |
| YTD | -9.9% | +57.5% | -67.4% | -35.0% |
| 1Y | 0.0% | +75.7% | -75.7% | -32.2% |
| 3Y | +117.5% | +19.5% | +98.0% | +63.1% |
| 5Y | -6.6% | +83.8% | -90.4% | -44.1% |
| All | +3,291.5% | +1,763.3% | +1,528.2% | +903.3% |
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