+221.4%
LDOS vs SHAK
+97.6%
+123.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | -1.6% | +4.3% | -5.9% | -2.2% |
| 30D | +8.2% | +9.0% | -0.8% | +6.8% |
| 3M | -8.2% | +1.8% | -10.0% | -8.7% |
| 6M | +5.8% | +17.3% | -11.5% | +2.5% |
| YTD | -27.0% | -7.6% | -19.3% | -27.8% |
| 1Y | -31.0% | -16.9% | -14.1% | -30.8% |
| 3Y | +29.3% | +35.1% | -5.8% | +15.5% |
| 5Y | +48.7% | -11.3% | +60.0% | +37.5% |
| All | +221.4% | +97.6% | +123.8% | +131.9% |
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