+361.5%
LLY vs SHAK
-22.1%
+383.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -5.1% | -5.2% | +0.2% | -4.7% |
| 3M | -2.1% | +27.3% | -29.3% | -4.1% |
| 6M | +13.8% | -27.9% | +41.7% | +15.9% |
| YTD | +5.1% | -17.0% | +22.1% | +5.5% |
| 1Y | +53.1% | -30.9% | +84.1% | +55.8% |
| 3Y | +95.6% | +3.4% | +92.3% | +94.7% |
| 5Y | +361.5% | -20.5% | +382.0% | +359.8% |
| All | +361.5% | -22.1% | +383.6% | +359.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling