+306.8%
LII vs SHAK
+61.5%
+245.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.4% | +8.2% | -7.8% | -0.9% |
| 30D | -2.4% | +13.5% | -15.8% | -4.6% |
| 3M | -17.5% | +6.2% | -23.7% | -18.6% |
| 6M | -32.8% | +8.2% | -41.0% | -34.4% |
| YTD | -27.7% | -6.5% | -21.2% | -28.4% |
| 1Y | -28.1% | -19.2% | -8.9% | -27.1% |
| 3Y | -9.7% | +37.9% | -47.6% | -18.3% |
| 5Y | +19.5% | -9.5% | +29.0% | +11.3% |
| 10Y | +170.6% | +106.2% | +64.4% | +114.3% |
| All | +306.8% | +61.5% | +245.3% | +219.2% |
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