+2.1%
LPLA vs SHAK
-34.9%
+37.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.3% |
| 7D | -1.5% | -8.3% | +6.7% | -0.1% |
| 30D | -6.0% | -12.6% | +6.6% | -3.9% |
| 3M | +24.0% | +9.1% | +14.9% | +21.5% |
| 6M | +17.0% | -31.2% | +48.2% | +24.7% |
| YTD | -0.7% | -21.6% | +20.9% | +3.5% |
| 1Y | +2.1% | -38.8% | +40.9% | +9.1% |
| All | +2.1% | -34.9% | +37.0% | +9.1% |
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