+3,608.8%
SHOP vs LII
+162.0%
+3,446.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.5% | +4.6% |
| 7D | -5.4% | -0.6% | -4.8% | -5.0% |
| 30D | -10.3% | -4.6% | -5.7% | -8.7% |
| 3M | +1.0% | -21.2% | +22.2% | +13.6% |
| 6M | +41.2% | -36.4% | +77.7% | +73.4% |
| YTD | -7.5% | -28.9% | +21.4% | +3.4% |
| 1Y | -4.6% | -29.5% | +25.0% | +7.1% |
| 3Y | +146.4% | -8.6% | +155.0% | +128.5% |
| 5Y | -2.5% | +20.2% | -22.8% | -26.1% |
| All | +3,608.8% | +162.0% | +3,446.9% | +1,974.1% |
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