+3,259.3%
SHOP vs LIN
+358.9%
+2,900.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.2% |
| 7D | -5.1% | -2.1% | -3.0% | -3.6% |
| 30D | +0.6% | -2.4% | +3.0% | +2.3% |
| 3M | +25.0% | -5.6% | +30.6% | +30.1% |
| 6M | +11.9% | -3.4% | +15.3% | +12.9% |
| YTD | -9.9% | +13.1% | -23.0% | -19.9% |
| 1Y | 0.0% | +2.5% | -2.5% | -4.6% |
| 3Y | +117.5% | +27.6% | +89.9% | +74.1% |
| 5Y | -6.6% | +63.0% | -69.7% | -36.9% |
| All | +3,259.3% | +358.9% | +2,900.5% | +1,000.3% |
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