-95.3%
LCID vs SHAK
-1.9%
-93.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | 0.0% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -34.2% | -5.2% | -29.0% | -33.0% |
| 3M | -9.1% | +27.3% | -36.4% | -18.6% |
| 6M | -52.6% | -27.9% | -24.7% | -48.8% |
| YTD | -56.2% | -17.0% | -39.2% | -55.7% |
| 1Y | -74.9% | -30.9% | -44.0% | -72.8% |
| 3Y | -92.1% | +3.4% | -95.4% | -93.6% |
| 5Y | -97.6% | -20.5% | -77.1% | -98.1% |
| All | -95.3% | -1.9% | -93.4% | -96.4% |
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