+3,772.8%
SHOP vs LSCC
+1,435.5%
+2,337.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.2% |
| 7D | +2.1% | +21.2% | -19.1% | -6.8% |
| 30D | -16.8% | -1.9% | -14.9% | -17.7% |
| 3M | -2.4% | -8.1% | +5.6% | -1.8% |
| 6M | +47.0% | -5.2% | +52.3% | +38.0% |
| YTD | -8.8% | +61.5% | -70.3% | -37.5% |
| 1Y | -6.3% | +81.3% | -87.5% | -39.7% |
| 3Y | +139.3% | +108.7% | +30.6% | +29.3% |
| 5Y | -12.1% | +44.1% | -56.2% | -45.0% |
| All | +3,772.8% | +1,435.5% | +2,337.3% | +950.2% |
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