-26.2%
LII vs SHAK
-21.2%
-5.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.0% |
| 7D | +7.9% | +8.3% | -0.4% | +6.6% |
| 30D | -0.6% | +16.7% | -17.3% | -3.1% |
| 3M | -19.3% | +10.0% | -29.3% | -20.7% |
| 6M | -29.8% | -23.8% | -6.0% | -26.7% |
| YTD | -25.4% | -10.3% | -15.1% | -25.2% |
| 1Y | -26.2% | -22.9% | -3.3% | -21.8% |
| All | -26.2% | -21.2% | -5.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling