+361.6%
LRCX vs SHAK
-2.6%
+364.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.7% |
| 7D | -3.1% | -8.3% | +5.2% | -1.0% |
| 30D | -8.6% | -12.6% | +4.1% | -5.5% |
| 3M | -17.7% | +9.1% | -26.8% | -20.8% |
| 6M | +36.4% | -31.2% | +67.6% | +47.6% |
| YTD | +74.5% | -21.6% | +96.1% | +80.7% |
| 1Y | +159.4% | -38.8% | +198.2% | +188.3% |
| 3Y | +361.6% | +0.6% | +361.0% | +349.8% |
| All | +361.6% | -2.6% | +364.2% | +349.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling