+3,480.3%
SHOP vs LIN
+430.4%
+3,050.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.6% |
| 7D | -13.9% | +3.6% | -17.5% | -16.0% |
| 30D | -12.6% | +6.4% | -19.0% | -16.5% |
| 3M | -0.3% | +6.5% | -6.8% | -4.8% |
| 6M | +33.6% | +4.9% | +28.7% | +28.0% |
| YTD | -10.7% | +23.4% | -34.1% | -25.5% |
| 1Y | -11.8% | +26.3% | -38.1% | -27.8% |
| 3Y | +133.9% | +38.0% | +95.9% | +76.8% |
| 5Y | -5.9% | +68.0% | -73.9% | -38.1% |
| All | +3,480.3% | +430.4% | +3,050.0% | +1,013.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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