+369.0%
LIN vs SHAK
+77.6%
+291.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.5% |
| 7D | -4.0% | -7.2% | +3.2% | -3.0% |
| 30D | -4.9% | -11.8% | +6.9% | -3.4% |
| 3M | -9.2% | +17.2% | -26.4% | -11.5% |
| 6M | -2.6% | -34.1% | +31.6% | +1.6% |
| YTD | +10.5% | -22.4% | +32.9% | +12.0% |
| 1Y | -0.1% | -35.9% | +35.8% | +3.9% |
| 3Y | +25.4% | -3.4% | +28.7% | +17.6% |
| 5Y | +59.7% | -25.4% | +85.1% | +50.2% |
| 10Y | +369.0% | +83.4% | +285.5% | +231.3% |
| All | +369.0% | +77.6% | +291.3% | +231.3% |
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