+1,402.3%
LITE vs SHOP
+3,579.5%
-2,177.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +4.6% |
| 7D | -35.9% | -5.4% | -30.5% | -34.9% |
| 30D | -51.5% | -10.3% | -41.2% | -50.0% |
| 3M | -35.7% | +1.0% | -36.7% | -36.6% |
| 6M | -43.0% | +41.2% | -84.2% | -50.7% |
| YTD | +46.1% | -7.5% | +53.6% | +39.9% |
| 1Y | +124.7% | -4.6% | +129.3% | +113.5% |
| 3Y | +1,172.1% | +146.4% | +1,025.6% | +775.7% |
| 5Y | +477.0% | -2.5% | +479.6% | +367.0% |
| All | +1,402.3% | +3,579.5% | -2,177.2% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling