+416.0%
LRCX vs SHAK
-22.8%
+438.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.9% |
| 7D | -3.1% | -8.3% | +5.2% | -0.5% |
| 30D | -8.6% | -12.6% | +4.1% | -4.8% |
| 3M | -17.7% | +9.1% | -26.8% | -21.4% |
| 6M | +36.4% | -31.2% | +67.6% | +48.8% |
| YTD | +74.5% | -21.6% | +96.1% | +80.9% |
| 1Y | +159.4% | -38.8% | +198.2% | +191.9% |
| 3Y | +361.6% | +0.6% | +361.0% | +302.8% |
| All | +416.0% | -22.8% | +438.8% | +356.0% |
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