+53.1%
LLY vs SHOP
-9.1%
+62.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.4% | -1.9% |
| 7D | -3.1% | -4.1% | +1.0% | -2.9% |
| 30D | -5.1% | -11.5% | +6.4% | -4.6% |
| 3M | -2.1% | +21.1% | -23.1% | -2.2% |
| 6M | +13.8% | +3.0% | +10.9% | +13.4% |
| YTD | +5.1% | -16.7% | +21.8% | +6.8% |
| 1Y | +53.1% | -8.3% | +61.4% | +51.3% |
| All | +53.1% | -9.1% | +62.2% | +51.3% |
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 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