+1,014.7%
LITE vs SHAK
-25.9%
+1,040.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +3.0% |
| 7D | +13.6% | -7.2% | +20.8% | +15.8% |
| 30D | +21.6% | -11.8% | +33.4% | +25.8% |
| 3M | +20.3% | +17.2% | +3.2% | +12.5% |
| 6M | +54.4% | -34.1% | +88.5% | +69.6% |
| YTD | +168.3% | -22.4% | +190.7% | +176.7% |
| 1Y | +551.8% | -35.9% | +587.7% | +614.0% |
| 3Y | +1,891.5% | -3.4% | +1,894.9% | +1,749.5% |
| 5Y | +1,014.7% | -25.4% | +1,040.1% | +992.6% |
| All | +1,014.7% | -25.9% | +1,040.6% | +992.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling