+2,053.0%
LLY vs SHOP
+3,574.1%
-1,521.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +4.6% | +2.1% | +2.5% | +4.4% |
| 30D | +22.4% | -16.8% | +39.2% | +23.9% |
| 3M | +17.1% | -2.4% | +19.5% | +17.0% |
| 6M | +44.6% | +47.0% | -2.4% | +40.0% |
| YTD | +33.5% | -8.8% | +42.3% | +32.9% |
| 1Y | +41.1% | -6.3% | +47.4% | +40.1% |
| 3Y | +143.8% | +139.3% | +4.5% | +121.1% |
| 5Y | +473.4% | -12.1% | +485.4% | +448.6% |
| All | +2,053.0% | +3,574.1% | -1,521.1% | +1,294.3% |
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