+17.9%
LMT vs SHAK
-34.0%
+52.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | -6.3% | -0.7% | -5.6% | -6.3% |
| 30D | -8.5% | -6.6% | -1.9% | -8.5% |
| 3M | +1.8% | +30.1% | -28.2% | +1.4% |
| 6M | -19.9% | -28.7% | +8.8% | -20.3% |
| YTD | +10.6% | -14.5% | +25.1% | +9.1% |
| 1Y | +17.9% | -31.9% | +49.8% | +18.2% |
| All | +17.9% | -34.0% | +52.0% | +18.2% |
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 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