+110.2%
LLY vs SHOP
+119.0%
-8.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.1% | -5.1% | +3.0% | -1.7% |
| 30D | -1.6% | +0.6% | -2.2% | -1.7% |
| 3M | +2.3% | +25.0% | -22.7% | +0.1% |
| 6M | +14.9% | +11.9% | +3.0% | +13.1% |
| YTD | +7.5% | -9.9% | +17.3% | +7.8% |
| 1Y | +55.7% | 0.0% | +55.7% | +53.7% |
| All | +110.2% | +119.0% | -8.8% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling