+12.1%
LPLA vs SHAK
-32.1%
+44.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.8% |
| 7D | -1.5% | -7.2% | +5.7% | -0.5% |
| 30D | -6.0% | -11.8% | +5.8% | -4.4% |
| 3M | +21.4% | +17.2% | +4.2% | +17.9% |
| 6M | +12.1% | -34.1% | +46.2% | +19.8% |
| All | +12.1% | -32.1% | +44.2% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling