+42.7%
LLY vs SHAK
+14.6%
+28.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.9% |
| 7D | +6.7% | +4.3% | +2.4% | +6.2% |
| 30D | +19.6% | +9.0% | +10.5% | +18.3% |
| 3M | +19.7% | +1.8% | +17.9% | +19.6% |
| 6M | +42.7% | +17.3% | +25.4% | +40.3% |
| All | +42.7% | +14.6% | +28.1% | +40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling