+42.2%
LLY vs SHAK
-20.2%
+62.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | +6.7% | +4.3% | +2.4% | +6.3% |
| 30D | +19.6% | +9.0% | +10.5% | +18.6% |
| 3M | +19.7% | +1.8% | +17.9% | +19.4% |
| 6M | +42.7% | +17.3% | +25.4% | +40.2% |
| YTD | +35.1% | -7.6% | +42.8% | +30.2% |
| 1Y | +42.2% | -16.9% | +59.1% | +40.1% |
| All | +42.2% | -20.2% | +62.3% | +40.1% |
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