+8,434.7%
SHOP vs LSCC
+1,793.8%
+6,640.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.3% |
| 7D | -5.1% | +1.3% | -6.4% | -5.6% |
| 30D | +0.6% | -9.7% | +10.3% | +4.4% |
| 3M | +25.0% | -23.7% | +48.7% | +34.3% |
| 6M | +11.9% | +26.5% | -14.6% | -5.3% |
| YTD | -9.9% | +57.5% | -67.4% | -32.3% |
| 1Y | 0.0% | +75.7% | -75.7% | -28.8% |
| 3Y | +117.5% | +19.5% | +98.0% | +69.3% |
| 5Y | -6.6% | +83.8% | -90.4% | -39.3% |
| 10Y | +3,320.3% | +1,772.4% | +1,547.9% | +1,197.0% |
| All | +8,434.7% | +1,793.8% | +6,640.9% | +3,255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling