-26.8%
LDOS vs SHAK
-32.6%
+5.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.7% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | -6.1% | -5.2% | -0.8% | -5.7% |
| 3M | +5.6% | +27.3% | -21.6% | +3.2% |
| 6M | -26.9% | -27.9% | +1.0% | -25.8% |
| YTD | -27.9% | -17.0% | -11.0% | -28.1% |
| 1Y | -26.8% | -30.9% | +4.1% | -24.6% |
| All | -26.8% | -32.6% | +5.8% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling