+149.6%
LPLA vs SHAK
-22.8%
+172.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.2% |
| 7D | -1.5% | -8.3% | +6.7% | +0.2% |
| 30D | -6.0% | -12.6% | +6.6% | -3.5% |
| 3M | +24.0% | +9.1% | +14.9% | +21.1% |
| 6M | +17.0% | -31.2% | +48.2% | +24.1% |
| YTD | -0.7% | -21.6% | +20.9% | +2.2% |
| 1Y | +2.1% | -38.8% | +40.9% | +10.4% |
| 3Y | +48.7% | +0.6% | +48.1% | +41.4% |
| All | +149.6% | -22.8% | +172.4% | +147.0% |
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