+891.6%
LPLA vs SHAK
+34.1%
+857.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +1.3% |
| 7D | -1.5% | -7.2% | +5.7% | +0.1% |
| 30D | -6.0% | -11.8% | +5.8% | -3.4% |
| 3M | +21.4% | +17.2% | +4.2% | +16.1% |
| 6M | +12.1% | -34.1% | +46.2% | +20.6% |
| YTD | -1.8% | -22.4% | +20.5% | +1.3% |
| 1Y | +3.2% | -35.9% | +39.1% | +10.9% |
| 3Y | +45.9% | -3.4% | +49.3% | +36.4% |
| 5Y | +144.7% | -25.4% | +170.1% | +131.1% |
| 10Y | +1,222.4% | +83.4% | +1,139.0% | +840.8% |
| All | +891.6% | +34.1% | +857.6% | +616.0% |
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 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