+103.0%
LEN vs SHAK
+87.2%
+15.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.4% |
| 7D | -4.8% | -8.3% | +3.5% | -2.6% |
| 30D | -6.6% | -12.6% | +6.1% | -3.3% |
| 3M | -15.7% | +9.1% | -24.8% | -18.0% |
| 6M | -16.6% | -31.2% | +14.6% | -10.4% |
| YTD | -21.3% | -21.6% | +0.2% | -18.8% |
| 1Y | -42.0% | -38.8% | -3.3% | -36.4% |
| 3Y | -27.9% | +0.6% | -28.5% | -35.8% |
| 5Y | -10.7% | -22.5% | +11.8% | -18.9% |
| All | +103.0% | +87.2% | +15.8% | +32.6% |
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 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