+28.6%
LH vs SHAK
-22.8%
+51.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.2% |
| 7D | -4.7% | -8.3% | +3.6% | -3.9% |
| 30D | -3.5% | -12.6% | +9.2% | -2.2% |
| 3M | +17.7% | +9.1% | +8.6% | +16.4% |
| 6M | +15.8% | -31.2% | +47.0% | +19.0% |
| YTD | +25.1% | -21.6% | +46.7% | +26.5% |
| 1Y | +12.5% | -38.8% | +51.3% | +16.7% |
| 3Y | +59.8% | +0.6% | +59.1% | +52.8% |
| All | +28.6% | -22.8% | +51.3% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling