+185.5%
LNT vs SHAK
+34.1%
+151.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.7% |
| 7D | +0.2% | -7.2% | +7.4% | +0.6% |
| 30D | -0.5% | -11.8% | +11.3% | +0.2% |
| 3M | -5.5% | +17.2% | -22.7% | -6.7% |
| 6M | -3.8% | -34.1% | +30.3% | -1.9% |
| YTD | +6.8% | -22.4% | +29.2% | +7.6% |
| 1Y | +9.3% | -35.9% | +45.2% | +11.3% |
| 3Y | +47.9% | -3.4% | +51.3% | +43.3% |
| 5Y | +31.6% | -25.4% | +57.0% | +27.2% |
| 10Y | +150.1% | +83.4% | +66.7% | +119.0% |
| All | +185.5% | +34.1% | +151.4% | +143.6% |
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