-95.7%
LCID vs SHAK
-7.4%
-88.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.2% |
| 7D | -9.8% | -8.3% | -1.5% | -6.8% |
| 30D | -35.5% | -12.6% | -22.8% | -32.2% |
| 3M | -18.4% | +9.1% | -27.5% | -22.5% |
| 6M | -60.5% | -31.2% | -29.2% | -56.5% |
| YTD | -60.1% | -21.6% | -38.5% | -58.8% |
| 1Y | -78.8% | -38.8% | -40.0% | -75.9% |
| 3Y | -92.8% | +0.6% | -93.4% | -94.1% |
| 5Y | -97.9% | -22.5% | -75.4% | -98.3% |
| All | -95.7% | -7.4% | -88.3% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling