+32.8%
LDOS vs SHAK
+21.0%
+11.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.6% |
| 7D | -7.2% | +2.0% | -9.2% | -7.4% |
| 30D | +16.8% | +12.0% | +4.8% | +15.7% |
| 3M | -1.6% | +2.3% | -3.9% | -1.9% |
| 6M | -1.0% | -25.5% | +24.5% | +0.5% |
| YTD | -25.8% | -11.4% | -14.3% | -26.0% |
| 1Y | -31.1% | -21.8% | -9.3% | -30.6% |
| 3Y | +32.8% | +25.8% | +7.0% | +30.0% |
| All | +32.8% | +21.0% | +11.8% | +30.0% |
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 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