-78.8%
LCID vs SHAK
-34.9%
-43.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | -9.8% | -8.3% | -1.5% | -8.4% |
| 30D | -35.5% | -12.6% | -22.8% | -33.9% |
| 3M | -18.4% | +9.1% | -27.5% | -20.8% |
| 6M | -60.5% | -31.2% | -29.2% | -58.9% |
| YTD | -60.1% | -21.6% | -38.5% | -60.6% |
| 1Y | -78.8% | -38.8% | -40.0% | -75.5% |
| All | -78.8% | -34.9% | -43.9% | -75.5% |
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