+412.1%
LIN vs SHAK
+111.2%
+300.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +2.0% | +8.2% | -6.2% | +0.9% |
| 30D | +7.9% | +13.5% | -5.6% | +5.9% |
| 3M | +6.3% | +6.2% | +0.1% | +5.1% |
| 6M | +6.5% | +8.2% | -1.7% | +4.4% |
| YTD | +23.6% | -6.5% | +30.1% | +21.8% |
| 1Y | +25.7% | -19.2% | +44.9% | +26.4% |
| 3Y | +35.6% | +37.9% | -2.3% | +20.4% |
| 5Y | +65.9% | -9.5% | +75.3% | +52.2% |
| 10Y | +412.1% | +106.2% | +305.9% | +255.7% |
| All | +412.1% | +111.2% | +300.8% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling