+1,568.0%
LITE vs SHAK
+91.5%
+1,476.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.7% |
| 7D | +22.6% | +4.1% | +18.5% | +21.3% |
| 30D | -36.8% | +2.3% | -39.1% | -37.2% |
| 3M | -33.0% | -0.2% | -32.8% | -33.5% |
| 6M | -37.1% | +10.1% | -47.1% | -40.5% |
| YTD | +69.5% | -10.5% | +79.9% | +66.6% |
| 1Y | +146.1% | -22.4% | +168.5% | +152.3% |
| 3Y | +1,440.8% | +32.1% | +1,408.8% | +1,198.4% |
| 5Y | +580.4% | -14.0% | +594.4% | +519.9% |
| All | +1,568.0% | +91.5% | +1,476.4% | +854.0% |
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 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