+490.8%
LITE vs SHOP
-3.3%
+494.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +4.8% |
| 7D | -35.9% | -5.4% | -30.5% | -35.0% |
| 30D | -51.5% | -10.3% | -41.2% | -50.2% |
| 3M | -35.7% | +1.0% | -36.7% | -36.4% |
| 6M | -43.0% | +41.2% | -84.2% | -49.7% |
| YTD | +46.1% | -7.5% | +53.6% | +41.8% |
| 1Y | +124.7% | -4.6% | +129.3% | +116.5% |
| 3Y | +1,172.1% | +146.4% | +1,025.6% | +837.3% |
| All | +490.8% | -3.3% | +494.1% | +352.5% |
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