+92.7%
LLY vs SHAK
-3.6%
+96.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.7% |
| 7D | -3.1% | -7.2% | +4.1% | -2.3% |
| 30D | -8.6% | -11.8% | +3.2% | -7.4% |
| 3M | -1.6% | +17.2% | -18.8% | -3.6% |
| 6M | +11.8% | -34.1% | +46.0% | +15.6% |
| YTD | +5.1% | -22.4% | +27.5% | +6.3% |
| 1Y | +50.7% | -35.9% | +86.6% | +55.4% |
| All | +92.7% | -3.6% | +96.3% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling