+49.8%
LLY vs SHAK
-37.3%
+87.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -3.2% | -11.0% | +7.8% | -2.3% |
| 30D | -7.4% | -14.0% | +6.6% | -6.4% |
| 3M | -1.0% | +13.3% | -14.3% | -2.0% |
| 6M | +12.5% | -35.3% | +47.8% | +14.7% |
| YTD | +5.0% | -24.0% | +29.0% | +5.2% |
| 1Y | +49.8% | -36.7% | +86.5% | +49.6% |
| All | +49.8% | -37.3% | +87.0% | +49.6% |
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