+247.4%
LH vs SHAK
+43.4%
+204.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +2.0% | -5.2% | +7.2% | +2.7% |
| 3M | +24.3% | +27.3% | -3.0% | +19.7% |
| 6M | +21.1% | -27.9% | +48.9% | +24.7% |
| YTD | +30.4% | -17.0% | +47.4% | +31.3% |
| 1Y | +18.4% | -30.9% | +49.3% | +22.0% |
| 3Y | +65.5% | +3.4% | +62.1% | +55.2% |
| 5Y | +29.9% | -20.5% | +50.3% | +21.8% |
| 10Y | +186.6% | +88.3% | +98.4% | +111.8% |
| All | +247.4% | +43.4% | +204.0% | +161.8% |
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