+3,781.0%
SHOP vs LII
+169.1%
+3,611.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -1.2% | +2.9% | -4.2% | -2.7% |
| 30D | -14.7% | +0.9% | -15.6% | -15.7% |
| 3M | -7.2% | -15.5% | +8.3% | +0.7% |
| 6M | +54.2% | -30.2% | +84.4% | +80.0% |
| YTD | -8.6% | -26.8% | +18.2% | +0.6% |
| 1Y | +0.5% | -25.3% | +25.8% | +9.1% |
| 3Y | +135.9% | -7.8% | +143.7% | +118.2% |
| 5Y | -11.9% | +17.0% | -28.9% | -33.0% |
| All | +3,781.0% | +169.1% | +3,611.9% | +2,067.0% |
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