+1,560.7%
LLY vs SHAK
+81.5%
+1,479.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -3.2% | -11.0% | +7.8% | -2.2% |
| 30D | -7.4% | -14.0% | +6.6% | -6.3% |
| 3M | -1.0% | +13.3% | -14.3% | -2.3% |
| 6M | +12.5% | -35.3% | +47.8% | +15.6% |
| YTD | +5.0% | -24.0% | +29.0% | +6.3% |
| 1Y | +49.8% | -36.7% | +86.5% | +53.6% |
| 3Y | +95.5% | -5.4% | +100.8% | +92.4% |
| 5Y | +390.7% | -24.9% | +415.6% | +381.7% |
| All | +1,560.7% | +81.5% | +1,479.2% | +1,318.9% |
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 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