+120.5%
SHOP vs LTH
+152.2%
-31.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | +0.6% | -4.6% | +5.2% | +2.2% |
| 3M | +25.0% | +32.8% | -7.8% | +11.3% |
| 6M | +11.9% | +64.6% | -52.7% | -11.8% |
| YTD | -9.9% | +62.6% | -72.5% | -28.6% |
| 1Y | 0.0% | +49.9% | -50.0% | -17.9% |
| All | +120.5% | +152.2% | -31.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling