+146.4%
SHOP vs LIN
+36.4%
+110.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.1% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -10.3% | +6.5% | -16.8% | -12.8% |
| 3M | +1.0% | +5.5% | -4.5% | -1.4% |
| 6M | +41.2% | +3.3% | +37.9% | +38.6% |
| YTD | -7.5% | +22.0% | -29.5% | -19.1% |
| 1Y | -4.6% | +25.7% | -30.3% | -18.3% |
| 3Y | +146.4% | +36.2% | +110.2% | +113.5% |
| All | +146.4% | +36.4% | +110.0% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling