+1,668.5%
LITE vs SHAK
+3.6%
+1,664.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +6.7% | -6.6% | +13.3% | +8.7% |
| 3M | -6.8% | +30.1% | -36.8% | -15.3% |
| 6M | +29.4% | -28.7% | +58.2% | +41.4% |
| YTD | +139.1% | -14.5% | +153.6% | +140.4% |
| 1Y | +521.0% | -31.9% | +552.9% | +578.8% |
| All | +1,668.5% | +3.6% | +1,664.9% | +1,486.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling