+3.7%
SHOP vs LTH
+160.9%
-157.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -4.8% |
| 30D | +0.6% | -4.6% | +5.2% | +2.7% |
| 3M | +25.0% | +32.8% | -7.8% | +7.2% |
| 6M | +11.9% | +64.6% | -52.7% | -17.7% |
| YTD | -9.9% | +62.6% | -72.5% | -33.4% |
| 1Y | 0.0% | +49.9% | -50.0% | -23.2% |
| 3Y | +117.5% | +151.3% | -33.8% | +17.2% |
| All | +3.7% | +160.9% | -157.1% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling