-8.3%
SHOP vs LTH
+46.4%
-54.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -7.4% |
| 7D | -4.1% | +1.5% | -5.6% | -4.2% |
| 30D | -11.5% | -3.1% | -8.5% | -11.3% |
| 3M | +21.1% | +28.1% | -7.1% | +19.9% |
| 6M | +3.0% | +67.4% | -64.4% | -2.0% |
| YTD | -16.7% | +59.8% | -76.5% | -18.4% |
| 1Y | -8.3% | +45.6% | -53.9% | -1.8% |
| All | -8.3% | +46.4% | -54.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling