+232.7%
LITE vs SHAK
-21.2%
+254.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.8% | -11.7% | -7.9% |
| 7D | -31.4% | +8.3% | -39.8% | -31.6% |
| 30D | -42.6% | +16.7% | -59.3% | -43.0% |
| 3M | -26.2% | +10.0% | -36.2% | -26.5% |
| 6M | -35.8% | -23.8% | -12.0% | -29.7% |
| YTD | +70.0% | -10.3% | +80.3% | +72.5% |
| 1Y | +232.7% | -22.9% | +255.6% | +309.0% |
| All | +232.7% | -21.2% | +254.0% | +309.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling