+1,855.2%
LLY vs SHAK
+47.7%
+1,807.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | -1.6% | -6.6% | +5.0% | -1.1% |
| 3M | +2.3% | +30.1% | -27.8% | 0.0% |
| 6M | +14.9% | -28.7% | +43.6% | +17.1% |
| YTD | +7.5% | -14.5% | +22.0% | +7.7% |
| 1Y | +55.7% | -31.9% | +87.6% | +58.6% |
| 3Y | +110.6% | -1.0% | +111.6% | +106.3% |
| 5Y | +363.4% | -18.7% | +382.1% | +351.8% |
| 10Y | +1,649.0% | +98.1% | +1,550.9% | +1,404.6% |
| All | +1,855.2% | +47.7% | +1,807.6% | +1,596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling