+120.5%
SHOP vs LIN
+27.3%
+93.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | -5.1% | -2.1% | -3.0% | -4.1% |
| 30D | +0.6% | -2.4% | +3.0% | +1.7% |
| 3M | +25.0% | -5.6% | +30.6% | +28.3% |
| 6M | +11.9% | -3.4% | +15.3% | +12.6% |
| YTD | -9.9% | +13.1% | -23.0% | -19.3% |
| 1Y | 0.0% | +2.5% | -2.5% | -3.5% |
| All | +120.5% | +27.3% | +93.2% | +69.1% |
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