+46.3%
LLY vs SHOP
-4.8%
+51.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +1.4% | -2.5% | +3.8% | +1.4% |
| 30D | +21.5% | -16.7% | +38.3% | +22.1% |
| 3M | +18.5% | -2.2% | +20.7% | +18.3% |
| 6M | +49.1% | +45.6% | +3.5% | +49.8% |
| YTD | +34.4% | -7.3% | +41.7% | +34.2% |
| 1Y | +46.3% | -6.1% | +52.4% | +45.5% |
| All | +46.3% | -4.8% | +51.1% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling