-2.9%
SHOP vs LTH
+142.9%
-145.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.3% |
| 7D | -5.4% | +4.5% | -9.9% | -7.7% |
| 30D | -10.3% | +16.3% | -26.7% | -17.5% |
| 3M | +1.0% | +8.4% | -7.4% | -4.2% |
| 6M | +41.2% | +40.3% | +0.9% | +15.8% |
| YTD | -7.5% | +77.3% | -84.8% | -35.5% |
| 1Y | -4.6% | +88.0% | -92.5% | -35.8% |
| 3Y | +146.4% | +274.3% | -127.8% | +2.9% |
| All | -2.9% | +142.9% | -145.8% | -58.8% |
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 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