+0.2%
SHOP vs LII
+20.3%
-20.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | -2.5% | -2.3% | -0.2% | -1.0% |
| 30D | -16.7% | -1.7% | -15.0% | -16.5% |
| 3M | -2.2% | -18.3% | +16.1% | +10.3% |
| 6M | +45.6% | -32.3% | +77.9% | +78.6% |
| YTD | -7.3% | -27.1% | +19.8% | +2.6% |
| 1Y | -6.1% | -27.2% | +21.1% | +3.8% |
| 3Y | +143.3% | -8.9% | +152.3% | +92.5% |
| 5Y | +0.2% | +19.7% | -19.5% | -47.2% |
| All | +0.2% | +20.3% | -20.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling