+125.3%
LITE vs SHAK
-18.1%
+143.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -13.9% | +8.2% | -22.1% | -14.1% |
| 30D | -46.9% | +13.5% | -60.4% | -47.1% |
| 3M | -28.0% | +6.2% | -34.2% | -28.0% |
| 6M | -35.2% | +8.2% | -43.4% | -34.5% |
| YTD | +58.9% | -6.5% | +65.4% | +63.4% |
| 1Y | +125.3% | -19.2% | +144.5% | +157.9% |
| All | +125.3% | -18.1% | +143.4% | +157.9% |
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