-71.0%
LCID vs SHAK
-34.0%
-37.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -6.6% | -0.7% | -5.9% | -6.5% |
| 30D | -30.1% | -6.6% | -23.5% | -29.4% |
| 3M | -17.6% | +30.1% | -47.7% | -22.8% |
| 6M | -54.4% | -28.7% | -25.7% | -52.8% |
| YTD | -55.7% | -14.5% | -41.2% | -56.7% |
| 1Y | -71.0% | -31.9% | -39.2% | -69.2% |
| All | -71.0% | -34.0% | -37.0% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling