+7,475.9%
SHOP vs LUMN
-59.9%
+7,535.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -11.2% | +2.5% | -13.7% | -11.6% |
| 30D | -14.4% | +10.3% | -24.7% | -15.7% |
| 3M | +16.6% | -18.3% | +34.8% | +19.2% |
| 6M | -0.6% | +4.4% | -4.9% | -2.8% |
| YTD | -20.0% | -10.7% | -9.3% | -20.9% |
| 1Y | -11.2% | +14.0% | -25.2% | -16.1% |
| 3Y | +99.5% | +406.6% | -307.1% | +31.7% |
| 5Y | -13.2% | -36.8% | +23.6% | -17.2% |
| 10Y | +3,038.2% | -56.2% | +3,094.3% | +2,858.5% |
| All | +7,475.9% | -59.9% | +7,535.8% | +6,549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling