+2,331.0%
LITE vs SHOP
+3,288.4%
-957.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -1.5% | -5.1% | +3.6% | -0.1% |
| 30D | +6.7% | +0.6% | +6.1% | +6.0% |
| 3M | -6.8% | +25.0% | -31.8% | -14.7% |
| 6M | +29.4% | +11.9% | +17.5% | +19.9% |
| YTD | +139.1% | -9.9% | +149.0% | +132.1% |
| 1Y | +521.0% | 0.0% | +521.0% | +483.3% |
| 3Y | +1,535.3% | +117.5% | +1,417.8% | +1,065.4% |
| 5Y | +889.8% | -6.6% | +896.5% | +713.0% |
| All | +2,331.0% | +3,288.4% | -957.3% | +307.9% |
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