+354.8%
LII vs SHAK
+47.7%
+307.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -12.6% | -6.6% | -6.0% | -11.6% |
| 3M | -24.4% | +30.1% | -54.5% | -27.9% |
| 6M | -28.7% | -28.7% | 0.0% | -25.7% |
| YTD | -19.1% | -14.5% | -4.6% | -18.5% |
| 1Y | -29.7% | -31.9% | +2.2% | -26.6% |
| 3Y | +4.8% | -1.0% | +5.7% | +0.1% |
| 5Y | +24.6% | -18.7% | +43.3% | +17.9% |
| 10Y | +169.2% | +98.1% | +71.1% | +116.2% |
| All | +354.8% | +47.7% | +307.2% | +263.6% |
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