+1,545.2%
LLY vs SHOP
+3,040.5%
-1,495.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.4% | -1.7% |
| 7D | -3.1% | -4.1% | +1.0% | -2.8% |
| 30D | -5.1% | -11.5% | +6.4% | -4.3% |
| 3M | -2.1% | +21.1% | -23.1% | -3.6% |
| 6M | +13.8% | +3.0% | +10.9% | +12.9% |
| YTD | +5.1% | -16.7% | +21.8% | +5.5% |
| 1Y | +53.1% | -8.3% | +61.4% | +52.3% |
| 3Y | +95.6% | +112.8% | -17.2% | +78.7% |
| 5Y | +361.5% | -9.3% | +370.8% | +338.6% |
| 10Y | +1,545.2% | +3,003.4% | -1,458.3% | +969.9% |
| All | +1,545.2% | +3,040.5% | -1,495.3% | +969.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling