+18.7%
LHX vs SHAK
-22.8%
+41.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.3% |
| 7D | -4.3% | -8.3% | +4.0% | -3.8% |
| 30D | -15.1% | -12.6% | -2.5% | -14.5% |
| 3M | -21.0% | +9.1% | -30.1% | -21.5% |
| 6M | -32.0% | -31.2% | -0.7% | -30.9% |
| YTD | -15.3% | -21.6% | +6.3% | -14.8% |
| 1Y | -11.1% | -38.8% | +27.7% | -9.2% |
| 3Y | +54.0% | +0.6% | +53.4% | +49.5% |
| All | +18.7% | -22.8% | +41.5% | +14.3% |
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