+252.0%
LDOS vs SHAK
+141.8%
+110.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +1.3% |
| 7D | -5.8% | +6.5% | -12.3% | -6.7% |
| 30D | +11.6% | +15.3% | -3.8% | +9.2% |
| 3M | -1.0% | +8.5% | -9.5% | -2.4% |
| 6M | +5.1% | +10.0% | -4.9% | +2.7% |
| YTD | -24.0% | -5.0% | -19.1% | -25.2% |
| 1Y | -30.3% | -15.3% | -15.0% | -30.3% |
| 3Y | +37.0% | +40.7% | -3.7% | +21.6% |
| 5Y | +53.4% | -7.9% | +61.3% | +41.0% |
| 10Y | +252.0% | +132.0% | +120.0% | +148.0% |
| All | +252.0% | +141.8% | +110.1% | +148.0% |
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