+22.4%
LII vs SHAK
-25.9%
+48.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.0% |
| 7D | +0.5% | -7.2% | +7.7% | +2.1% |
| 30D | -11.2% | -11.8% | +0.6% | -8.8% |
| 3M | -28.8% | +17.2% | -46.0% | -31.6% |
| 6M | -26.9% | -34.1% | +7.2% | -21.5% |
| YTD | -22.2% | -22.4% | +0.2% | -19.8% |
| 1Y | -32.0% | -35.9% | +4.0% | -27.0% |
| 3Y | -0.4% | -3.4% | +2.9% | -7.8% |
| 5Y | +22.4% | -25.4% | +47.9% | +10.5% |
| All | +22.4% | -25.9% | +48.3% | +10.5% |
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