+3,068.2%
LITE vs SHAK
+23.8%
+3,044.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.9% |
| 7D | -35.9% | +2.0% | -37.9% | -36.3% |
| 30D | -51.5% | +12.0% | -63.6% | -53.0% |
| 3M | -35.7% | +2.3% | -38.1% | -36.6% |
| 6M | -43.0% | -25.5% | -17.4% | -40.5% |
| YTD | +46.1% | -11.4% | +57.6% | +44.5% |
| 1Y | +124.7% | -21.8% | +146.5% | +129.3% |
| 3Y | +1,172.1% | +25.8% | +1,146.2% | +1,024.6% |
| 5Y | +477.0% | -21.0% | +498.0% | +446.5% |
| 10Y | +1,465.7% | +126.4% | +1,339.2% | +1,065.6% |
| All | +3,068.2% | +23.8% | +3,044.4% | +2,158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling