-5.6%
SHOP vs LIN
+61.6%
-67.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.3% |
| 7D | -5.1% | -2.1% | -3.0% | -3.3% |
| 30D | +0.6% | -2.4% | +3.0% | +2.7% |
| 3M | +25.0% | -5.6% | +30.6% | +31.0% |
| 6M | +11.9% | -3.4% | +15.3% | +12.8% |
| YTD | -9.9% | +13.1% | -23.0% | -23.1% |
| 1Y | 0.0% | +2.5% | -2.5% | -6.2% |
| 3Y | +117.5% | +27.6% | +89.9% | +56.6% |
| All | -5.6% | +61.6% | -67.2% | -49.8% |
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 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