+135.9%
SHOP vs LTH
+241.8%
-105.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.5% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -14.7% | +15.7% | -30.4% | -19.0% |
| 3M | -7.2% | +5.0% | -12.2% | -9.1% |
| 6M | +54.2% | +37.7% | +16.5% | +37.0% |
| YTD | -8.6% | +75.0% | -83.6% | -27.5% |
| 1Y | +0.5% | +82.6% | -82.1% | -21.8% |
| 3Y | +135.9% | +241.3% | -105.4% | +57.3% |
| All | +135.9% | +241.8% | -105.9% | +57.3% |
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