-5.9%
SHOP vs LIN
+68.3%
-74.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.5% |
| 7D | -13.9% | +3.6% | -17.5% | -16.4% |
| 30D | -12.6% | +6.4% | -19.0% | -17.3% |
| 3M | -0.3% | +6.5% | -6.8% | -5.8% |
| 6M | +33.6% | +4.9% | +28.7% | +26.6% |
| YTD | -10.7% | +23.4% | -34.1% | -29.5% |
| 1Y | -11.8% | +26.3% | -38.1% | -32.2% |
| 3Y | +133.9% | +38.0% | +95.9% | +57.0% |
| 5Y | -5.9% | +68.0% | -73.9% | -53.1% |
| All | -5.9% | +68.3% | -74.2% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling