+146.4%
SHOP vs LSCC
+81.4%
+65.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.5% | +1.4% |
| 7D | -5.4% | +13.0% | -18.4% | -9.4% |
| 30D | -10.3% | -19.8% | +9.5% | -4.8% |
| 3M | +1.0% | -18.4% | +19.4% | +5.8% |
| 6M | +41.2% | -16.1% | +57.3% | +40.2% |
| YTD | -7.5% | +42.7% | -50.2% | -29.0% |
| 1Y | -4.6% | +68.0% | -72.6% | -32.2% |
| 3Y | +146.4% | +85.8% | +60.6% | +54.0% |
| All | +146.4% | +81.4% | +65.0% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling