+551.8%
LITE vs SHAK
-35.2%
+587.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.6% |
| 7D | +13.6% | -7.2% | +20.8% | +14.2% |
| 30D | +21.6% | -11.8% | +33.4% | +22.8% |
| 3M | +20.3% | +17.2% | +3.2% | +17.1% |
| 6M | +54.4% | -34.1% | +88.5% | +69.0% |
| YTD | +168.3% | -22.4% | +190.7% | +176.3% |
| 1Y | +551.8% | -35.9% | +587.7% | +602.6% |
| All | +551.8% | -35.2% | +587.0% | +602.6% |
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