-97.0%
LCID vs SHAK
+9.1%
-106.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.2% | -12.4% | -10.4% |
| 7D | -10.2% | +4.3% | -14.5% | -11.5% |
| 30D | -10.2% | +9.0% | -19.2% | -12.9% |
| 3M | -54.1% | +1.8% | -55.9% | -54.6% |
| 6M | -53.8% | +17.3% | -71.1% | -57.4% |
| YTD | -72.0% | -7.6% | -64.4% | -72.9% |
| 1Y | -80.5% | -16.9% | -63.6% | -80.4% |
| 3Y | -92.6% | +35.1% | -127.6% | -94.7% |
| 5Y | -99.3% | -11.3% | -88.1% | -99.5% |
| All | -97.0% | +9.1% | -106.1% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling