+163.0%
LITE vs SHAK
-20.2%
+183.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.2% | -7.7% | -4.6% |
| 7D | +10.8% | +4.3% | +6.5% | +10.6% |
| 30D | -33.4% | +9.0% | -42.5% | -33.5% |
| 3M | -32.2% | +1.8% | -34.1% | -32.1% |
| 6M | -42.1% | +17.3% | -59.4% | -42.1% |
| YTD | +61.9% | -7.6% | +69.5% | +71.1% |
| 1Y | +163.0% | -16.9% | +179.9% | +165.8% |
| All | +163.0% | -20.2% | +183.1% | +165.8% |
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