+483.3%
LLY vs SHOP
-11.0%
+494.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | -1.2% | +8.0% | +6.8% |
| 30D | +19.6% | -14.7% | +34.3% | +20.5% |
| 3M | +19.7% | -7.2% | +26.9% | +20.0% |
| 6M | +42.7% | +54.2% | -11.4% | +39.0% |
| YTD | +35.1% | -8.6% | +43.8% | +34.8% |
| 1Y | +42.2% | +0.5% | +41.7% | +40.9% |
| 3Y | +140.8% | +135.9% | +4.8% | +124.8% |
| All | +483.3% | -11.0% | +494.4% | +461.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling