+433.6%
LDOS vs SHAK
+47.7%
+385.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | +4.9% | -6.6% | +11.5% | +5.7% |
| 3M | +7.2% | +30.1% | -22.9% | +2.9% |
| 6M | -24.2% | -28.7% | +4.5% | -21.8% |
| YTD | -25.8% | -14.5% | -11.3% | -25.6% |
| 1Y | -24.7% | -31.9% | +7.2% | -22.3% |
| 3Y | +39.3% | -1.0% | +40.2% | +31.4% |
| 5Y | +43.3% | -18.7% | +62.0% | +34.1% |
| 10Y | +278.6% | +98.1% | +180.5% | +183.4% |
| All | +433.6% | +47.7% | +385.9% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling