+73.0%
LMT vs SHAK
-22.8%
+95.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.2% |
| 7D | -0.2% | -8.3% | +8.1% | 0.0% |
| 30D | -13.1% | -12.6% | -0.4% | -12.9% |
| 3M | -3.9% | +9.1% | -13.0% | -4.1% |
| 6M | -18.3% | -31.2% | +13.0% | -17.9% |
| YTD | +10.3% | -21.6% | +31.9% | +10.4% |
| 1Y | +14.2% | -38.8% | +53.0% | +14.9% |
| 3Y | +35.0% | +0.6% | +34.4% | +32.3% |
| All | +73.0% | -22.8% | +95.8% | +69.5% |
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