+29.3%
LDOS vs SHAK
+36.4%
-7.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.7% |
| 7D | -1.6% | +4.3% | -5.9% | -2.0% |
| 30D | +8.2% | +9.0% | -0.8% | +7.4% |
| 3M | -8.2% | +1.8% | -10.0% | -8.5% |
| 6M | +5.8% | +17.3% | -11.5% | +3.8% |
| YTD | -27.0% | -7.6% | -19.3% | -27.5% |
| 1Y | -31.0% | -16.9% | -14.1% | -30.8% |
| 3Y | +29.3% | +35.1% | -5.8% | +26.5% |
| All | +29.3% | +36.4% | -7.1% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling