+1,103.8%
LITE vs SHOP
+133.4%
+970.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.1% | -12.6% | -17.0% |
| 7D | -44.6% | -13.9% | -30.7% | -42.2% |
| 30D | -55.0% | -12.6% | -42.4% | -53.3% |
| 3M | -38.3% | -0.3% | -38.0% | -38.8% |
| 6M | -48.8% | +33.6% | -82.3% | -55.4% |
| YTD | +38.3% | -10.7% | +49.0% | +37.4% |
| 1Y | +119.0% | -11.8% | +130.8% | +118.8% |
| All | +1,103.8% | +133.4% | +970.4% | +573.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling