Yeah, even shine has hitlag to it. Honestly you might just be a bit nervous, for me when I started I had a ton of trouble hitting small timing windows for a while until I was much more experienced. I'd also recommend the 20XX build for doing this.
On a side note shielding also has hitlag that is different from regular hits. There are more in depth threads about it, but in general you just have to experiment with the different timings. What I used to do is grab 2 controllers, load up a 1v1 in 20XX, turn on the infinite shields toggle (here's a tutorial on the toggles:
https://youtu.be/1bAD5SCorwU?t=37s ) And then taping the trigger down for my second controller. Bam, shield pressure practice. You can't use the "get CPU to hold shield forever" on the latest version of 20XX btw, so if you want to use the exact method in the video you have to use an older version, 3.02. Also remember to tape the trigger down
after you've started up 20XX, as taping it before will just make the game read that as the triggers neutral position lol.