+42.8%
LRCX vs SHAK
-21.2%
+64.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.8% | -7.8% | -4.6% |
| 7D | -12.8% | +8.3% | -21.1% | -14.0% |
| 30D | -36.0% | +16.7% | -52.7% | -37.7% |
| 3M | -30.2% | +10.0% | -40.2% | -31.7% |
| 6M | -14.2% | -23.8% | +9.6% | -7.6% |
| YTD | +29.7% | -10.3% | +40.0% | +29.8% |
| 1Y | +42.8% | -22.9% | +65.7% | +56.5% |
| All | +42.8% | -21.2% | +64.0% | +56.5% |
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