+262.1%
LDOS vs SHAK
+77.6%
+184.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.7% | +0.1% |
| 7D | -4.2% | -7.2% | +3.0% | -3.2% |
| 30D | -7.9% | -11.8% | +3.9% | -6.3% |
| 3M | +4.1% | +17.2% | -13.1% | +1.3% |
| 6M | -28.2% | -34.1% | +5.9% | -25.0% |
| YTD | -28.5% | -22.4% | -6.2% | -27.4% |
| 1Y | -27.7% | -35.9% | +8.2% | -24.6% |
| 3Y | +38.4% | -3.4% | +41.8% | +30.2% |
| 5Y | +38.0% | -25.4% | +63.4% | +30.1% |
| 10Y | +262.1% | +83.4% | +178.6% | +165.7% |
| All | +262.1% | +77.6% | +184.4% | +165.7% |
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