+8,434.7%
SHOP vs LII
+290.1%
+8,144.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | +0.6% | -12.6% | +13.2% | +7.8% |
| 3M | +25.0% | -24.4% | +49.5% | +41.6% |
| 6M | +11.9% | -28.7% | +40.6% | +28.4% |
| YTD | -9.9% | -19.1% | +9.3% | -5.2% |
| 1Y | 0.0% | -29.7% | +29.7% | +13.6% |
| 3Y | +117.5% | +4.8% | +112.7% | +88.8% |
| 5Y | -6.6% | +24.6% | -31.2% | -30.2% |
| 10Y | +3,320.3% | +169.2% | +3,151.1% | +1,644.1% |
| All | +8,434.7% | +290.1% | +8,144.6% | +3,247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling