+6.7%
SHOP vs LTH
+186.8%
-180.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -2.5% | +0.3% | -2.7% | -2.7% |
| 30D | -16.7% | +17.7% | -34.4% | -23.7% |
| 3M | -2.2% | +8.5% | -10.7% | -7.1% |
| 6M | +45.6% | +46.9% | -1.4% | +17.0% |
| YTD | -7.3% | +78.8% | -86.1% | -35.3% |
| 1Y | -6.1% | +84.9% | -91.0% | -35.7% |
| 3Y | +143.3% | +246.4% | -103.0% | +8.9% |
| 5Y | +0.2% | +129.6% | -129.4% | -56.5% |
| All | +6.7% | +186.8% | -180.1% | -54.4% |
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