+2,898.2%
LITE vs SHOP
+4,310.9%
-1,412.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.9% |
| 6M | -48.8% | +33.6% | -82.3% | -54.8% |
| YTD | +38.3% | -10.7% | +49.0% | +33.8% |
| 1Y | +119.0% | -11.8% | +130.8% | +113.0% |
| 3Y | +1,092.0% | +133.9% | +958.1% | +744.5% |
| 5Y | +446.1% | -5.9% | +452.0% | +344.7% |
| 10Y | +1,381.7% | +3,571.8% | -2,190.1% | +248.8% |
| All | +2,898.2% | +4,310.9% | -1,412.6% | +611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling