+3,557.0%
SHOP vs LII
+166.2%
+3,390.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -14.2% | -2.4% | -11.8% | -13.6% |
| 3M | -5.5% | -17.5% | +12.0% | +3.8% |
| 6M | +32.8% | -32.8% | +65.6% | +58.3% |
| YTD | -8.9% | -27.7% | +18.8% | +0.9% |
| 1Y | -7.7% | -28.1% | +20.3% | +2.4% |
| 3Y | +139.0% | -9.7% | +148.7% | +123.7% |
| 5Y | -0.5% | +19.5% | -20.0% | -24.6% |
| 10Y | +3,557.0% | +170.6% | +3,386.4% | +1,997.0% |
| All | +3,557.0% | +166.2% | +3,390.8% | +1,997.0% |
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