+99.5%
SHOP vs LUMN
+385.3%
-285.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -11.2% | +2.5% | -13.7% | -11.5% |
| 30D | -14.4% | +10.3% | -24.7% | -15.5% |
| 3M | +16.6% | -18.3% | +34.8% | +18.9% |
| 6M | -0.6% | +4.4% | -4.9% | -2.5% |
| YTD | -20.0% | -10.7% | -9.3% | -20.7% |
| 1Y | -11.2% | +14.0% | -25.2% | -15.2% |
| 3Y | +99.5% | +406.6% | -307.1% | +45.2% |
| All | +99.5% | +385.3% | -285.8% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling