-9.3%
SHOP vs LII
+25.8%
-35.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -6.7% |
| 7D | -4.1% | +2.1% | -6.2% | -5.3% |
| 30D | -11.5% | -12.4% | +0.9% | -3.9% |
| 3M | +21.1% | -24.8% | +45.9% | +40.5% |
| 6M | +3.0% | -25.2% | +28.2% | +16.8% |
| YTD | -16.7% | -20.3% | +3.6% | -12.1% |
| 1Y | -8.3% | -32.9% | +24.7% | +10.5% |
| 3Y | +112.8% | +2.0% | +110.8% | +56.9% |
| 5Y | -9.3% | +24.4% | -33.7% | -54.4% |
| All | -9.3% | +25.8% | -35.1% | -54.4% |
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