+8,355.9%
SHOP vs LII
+249.8%
+8,106.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.2% | -4.6% |
| 7D | -13.9% | +0.2% | -14.1% | -13.8% |
| 30D | -12.6% | -4.6% | -8.0% | -11.0% |
| 3M | -0.3% | -21.7% | +21.3% | +12.5% |
| 6M | +33.6% | -32.8% | +66.4% | +59.1% |
| YTD | -10.7% | -27.5% | +16.8% | -1.0% |
| 1Y | -11.8% | -28.0% | +16.2% | -2.0% |
| 3Y | +133.9% | -7.2% | +141.1% | +116.1% |
| 5Y | -5.9% | +22.6% | -28.5% | -28.4% |
| 10Y | +3,571.8% | +171.5% | +3,400.2% | +1,736.3% |
| All | +8,355.9% | +249.8% | +8,106.1% | +3,394.8% |
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