+222.0%
LHX vs SHAK
+87.2%
+134.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.5% |
| 7D | -4.3% | -8.3% | +4.0% | -3.3% |
| 30D | -15.1% | -12.6% | -2.5% | -13.8% |
| 3M | -21.0% | +9.1% | -30.1% | -22.1% |
| 6M | -32.0% | -31.2% | -0.7% | -29.8% |
| YTD | -15.3% | -21.6% | +6.3% | -14.3% |
| 1Y | -11.1% | -38.8% | +27.7% | -7.3% |
| 3Y | +54.0% | +0.6% | +53.4% | +44.2% |
| 5Y | +17.1% | -22.5% | +39.6% | +10.0% |
| All | +222.0% | +87.2% | +134.8% | +131.0% |
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