+111.5%
LEN vs SHAK
+34.1%
+77.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +2.0% |
| 7D | -3.4% | -7.2% | +3.8% | -1.8% |
| 30D | -5.7% | -11.8% | +6.2% | -3.0% |
| 3M | -12.2% | +17.2% | -29.4% | -15.7% |
| 6M | -18.3% | -34.1% | +15.9% | -12.0% |
| YTD | -20.2% | -22.4% | +2.2% | -17.7% |
| 1Y | -40.1% | -35.9% | -4.1% | -35.6% |
| 3Y | -26.2% | -3.4% | -22.8% | -32.0% |
| 5Y | -9.8% | -25.4% | +15.6% | -15.6% |
| 10Y | +109.1% | +83.4% | +25.7% | +54.5% |
| All | +111.5% | +34.1% | +77.4% | +59.2% |
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