+1,670.7%
LITE vs SHOP
+3,642.7%
-1,972.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.2% |
| 7D | +3.4% | -2.5% | +5.9% | +4.6% |
| 30D | -34.9% | -16.7% | -18.2% | -31.2% |
| 3M | -21.0% | -2.2% | -18.8% | -21.2% |
| 6M | -38.5% | +45.6% | -84.0% | -46.9% |
| YTD | +75.8% | -7.3% | +83.1% | +68.4% |
| 1Y | +156.7% | -6.1% | +162.8% | +145.3% |
| 3Y | +1,498.6% | +143.3% | +1,355.2% | +1,004.7% |
| 5Y | +610.9% | +0.2% | +610.8% | +470.6% |
| 10Y | +1,670.7% | +3,663.5% | -1,992.8% | +170.7% |
| All | +1,670.7% | +3,642.7% | -1,972.1% | +170.7% |
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