+2,080.1%
LLY vs SHAK
+97.6%
+1,982.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | +6.7% | +4.3% | +2.4% | +6.4% |
| 30D | +19.6% | +9.0% | +10.5% | +18.7% |
| 3M | +19.7% | +1.8% | +17.9% | +19.3% |
| 6M | +42.7% | +17.3% | +25.4% | +40.2% |
| YTD | +35.1% | -7.6% | +42.8% | +34.4% |
| 1Y | +42.2% | -16.9% | +59.1% | +42.6% |
| 3Y | +140.8% | +35.1% | +105.7% | +130.5% |
| 5Y | +480.6% | -11.3% | +491.8% | +462.7% |
| All | +2,080.1% | +97.6% | +1,982.5% | +1,779.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling