-11.8%
SHOP vs LUMN
-62.6%
+50.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -11.0% | +4.9% | -4.9% |
| 7D | -13.9% | -16.9% | +3.0% | -12.3% |
| 30D | -12.6% | -32.7% | +20.1% | -9.2% |
| 3M | -0.3% | -34.5% | +34.2% | +3.7% |
| 6M | +33.6% | -56.9% | +90.4% | +45.2% |
| YTD | -10.7% | -48.8% | +38.1% | -6.1% |
| 1Y | -11.8% | -63.4% | +51.6% | -0.6% |
| All | -11.8% | -62.6% | +50.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling