-4.1%
SHOP vs LTH
+156.3%
-160.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -6.7% |
| 7D | -4.1% | +1.5% | -5.6% | -4.8% |
| 30D | -11.5% | -3.1% | -8.5% | -10.3% |
| 3M | +21.1% | +28.1% | -7.1% | +5.8% |
| 6M | +3.0% | +67.4% | -64.4% | -25.0% |
| YTD | -16.7% | +59.8% | -76.5% | -37.9% |
| 1Y | -8.3% | +45.6% | -53.9% | -28.4% |
| 3Y | +112.8% | +162.0% | -49.2% | +11.5% |
| All | -4.1% | +156.3% | -160.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling