+3,647.2%
SHOP vs LII
+170.7%
+3,476.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.0% |
| 7D | -2.7% | -1.2% | -1.5% | -1.9% |
| 30D | -11.0% | -2.0% | -9.0% | -10.7% |
| 3M | +0.3% | -20.2% | +20.6% | +12.1% |
| 6M | +37.7% | -32.5% | +70.3% | +63.8% |
| YTD | -5.5% | -27.4% | +21.8% | +4.4% |
| 1Y | -0.2% | -28.2% | +27.9% | +10.9% |
| 3Y | +151.9% | -7.2% | +159.1% | +132.0% |
| 5Y | -2.2% | +19.9% | -22.1% | -26.0% |
| 10Y | +3,647.2% | +168.6% | +3,478.5% | +2,040.5% |
| All | +3,647.2% | +170.7% | +3,476.4% | +2,040.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling