+146.4%
SHOP vs LTH
+268.4%
-122.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.0% |
| 7D | -5.4% | +4.5% | -9.9% | -6.9% |
| 30D | -10.3% | +16.3% | -26.7% | -14.9% |
| 3M | +1.0% | +8.4% | -7.4% | -2.2% |
| 6M | +41.2% | +40.3% | +0.9% | +24.5% |
| YTD | -7.5% | +77.3% | -84.8% | -26.9% |
| 1Y | -4.6% | +88.0% | -92.5% | -26.6% |
| 3Y | +146.4% | +274.3% | -127.8% | +60.5% |
| All | +146.4% | +268.4% | -122.0% | +60.5% |
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