+285.6%
LMT vs SHAK
+31.3%
+254.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.2% |
| 7D | -0.5% | -11.0% | +10.4% | +0.3% |
| 30D | -10.8% | -14.0% | +3.3% | -9.8% |
| 3M | +1.6% | +13.3% | -11.7% | +0.4% |
| 6M | -17.6% | -35.3% | +17.8% | -15.6% |
| YTD | +11.6% | -24.0% | +35.6% | +12.6% |
| 1Y | +17.2% | -36.7% | +53.9% | +19.8% |
| 3Y | +35.7% | -5.4% | +41.1% | +30.4% |
| 5Y | +75.2% | -24.9% | +100.1% | +68.0% |
| 10Y | +190.1% | +79.6% | +110.5% | +144.2% |
| All | +285.6% | +31.3% | +254.3% | +225.3% |
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 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