+5.0%
SHOP vs LTH
+174.8%
-169.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | +0.5% |
| 7D | +2.1% | -4.6% | +6.7% | +4.5% |
| 30D | -16.8% | +14.8% | -31.7% | -22.9% |
| 3M | -2.4% | +3.9% | -6.3% | -5.3% |
| 6M | +47.0% | +35.5% | +11.5% | +23.4% |
| YTD | -8.8% | +71.3% | -80.1% | -35.0% |
| 1Y | -6.3% | +75.7% | -82.0% | -34.1% |
| 3Y | +139.3% | +231.9% | -92.6% | +9.4% |
| 5Y | -12.1% | +130.5% | -142.5% | -60.7% |
| All | +5.0% | +174.8% | -169.9% | -54.2% |
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