+156.7%
LITE vs SHOP
-4.8%
+161.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.8% |
| 7D | +3.4% | -2.5% | +5.9% | +3.1% |
| 30D | -34.9% | -16.7% | -18.2% | -36.2% |
| 3M | -21.0% | -2.2% | -18.8% | -20.3% |
| 6M | -38.5% | +45.6% | -84.0% | -35.5% |
| YTD | +75.8% | -7.3% | +83.1% | +107.1% |
| 1Y | +156.7% | -6.1% | +162.8% | +198.9% |
| All | +156.7% | -4.8% | +161.5% | +198.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling