+388.8%
LIN vs SHAK
+47.7%
+341.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -2.4% | -6.6% | +4.2% | -1.7% |
| 3M | -5.6% | +30.1% | -35.6% | -8.9% |
| 6M | -3.4% | -28.7% | +25.4% | -0.7% |
| YTD | +13.1% | -14.5% | +27.6% | +13.2% |
| 1Y | +2.5% | -31.9% | +34.3% | +5.4% |
| 3Y | +27.6% | -1.0% | +28.6% | +20.9% |
| 5Y | +63.0% | -18.7% | +81.7% | +53.4% |
| 10Y | +359.3% | +98.1% | +261.2% | +262.3% |
| All | +388.8% | +47.7% | +341.1% | +286.4% |
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