+2,129.2%
LLY vs SHOP
+8,659.4%
-6,530.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.1% |
| 7D | -4.5% | -5.4% | +1.0% | -4.1% |
| 30D | +13.9% | -10.3% | +24.2% | +14.7% |
| 3M | +13.8% | +1.0% | +12.8% | +13.4% |
| 6M | +37.6% | +41.2% | -3.6% | +33.3% |
| YTD | +26.6% | -7.5% | +34.1% | +25.9% |
| 1Y | +45.3% | -4.6% | +49.9% | +44.0% |
| 3Y | +132.2% | +146.4% | -14.2% | +109.3% |
| 5Y | +434.7% | -2.5% | +437.2% | +401.5% |
| 10Y | +2,084.3% | +3,703.6% | -1,619.3% | +1,282.2% |
| All | +2,129.2% | +8,659.4% | -6,530.2% | +1,245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling