+57.3%
LLY vs SHAK
-21.2%
+78.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.3% |
| 7D | +10.1% | +8.3% | +1.7% | +9.3% |
| 30D | +24.0% | +16.7% | +7.3% | +22.3% |
| 3M | +27.3% | +10.0% | +17.3% | +25.9% |
| 6M | +47.0% | -23.8% | +70.8% | +49.3% |
| YTD | +32.6% | -10.3% | +42.9% | +28.3% |
| 1Y | +57.3% | -22.9% | +80.2% | +59.9% |
| All | +57.3% | -21.2% | +78.6% | +59.9% |
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