+4,461.3%
LRCX vs SHAK
+31.3%
+4,430.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.6% | -5.1% |
| 7D | +1.8% | -11.0% | +12.8% | +5.0% |
| 30D | -4.3% | -14.0% | +9.7% | -0.4% |
| 3M | -7.3% | +13.3% | -20.6% | -11.7% |
| 6M | +38.6% | -35.3% | +73.9% | +51.5% |
| YTD | +74.4% | -24.0% | +98.4% | +81.6% |
| 1Y | +179.1% | -36.7% | +215.8% | +204.9% |
| 3Y | +357.7% | -5.4% | +363.0% | +327.3% |
| 5Y | +424.9% | -24.9% | +449.8% | +396.8% |
| 10Y | +3,642.4% | +79.6% | +3,562.7% | +2,631.0% |
| All | +4,461.3% | +31.3% | +4,430.1% | +3,195.9% |
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