+562.5%
LITE vs SHOP
-11.0%
+573.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | +10.8% | -1.2% | +12.0% | +11.2% |
| 30D | -33.4% | -14.7% | -18.7% | -30.6% |
| 3M | -32.2% | -7.2% | -25.0% | -31.3% |
| 6M | -42.1% | +54.2% | -96.3% | -49.8% |
| YTD | +61.9% | -8.6% | +70.5% | +57.7% |
| 1Y | +163.0% | +0.5% | +162.5% | +148.8% |
| 3Y | +1,358.0% | +135.9% | +1,222.1% | +982.7% |
| All | +562.5% | -11.0% | +573.5% | +428.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling