+8.7%
SHOP vs LTH
+183.0%
-174.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | -2.7% | +7.0% | -9.7% | -6.1% |
| 30D | -11.0% | +15.4% | -26.4% | -17.7% |
| 3M | +0.3% | +7.0% | -6.7% | -4.1% |
| 6M | +37.7% | +46.9% | -9.1% | +10.7% |
| YTD | -5.5% | +76.4% | -81.9% | -33.6% |
| 1Y | -0.2% | +83.7% | -84.0% | -31.6% |
| 3Y | +151.9% | +248.9% | -97.0% | +12.0% |
| 5Y | -2.2% | +141.8% | -144.0% | -57.4% |
| All | +8.7% | +183.0% | -174.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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