+1,435.5%
LSCC vs SHAK
+91.5%
+1,344.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | 0.0% | -2.2% |
| 7D | +21.2% | +4.1% | +17.1% | +19.9% |
| 30D | -1.9% | +2.3% | -4.2% | -2.7% |
| 3M | -8.1% | -0.2% | -7.8% | -8.6% |
| 6M | -5.2% | +10.1% | -15.3% | -10.5% |
| YTD | +61.5% | -10.5% | +72.0% | +60.0% |
| 1Y | +81.3% | -22.4% | +103.7% | +87.5% |
| 3Y | +108.7% | +32.1% | +76.6% | +74.0% |
| 5Y | +44.1% | -14.0% | +58.1% | +30.8% |
| All | +1,435.5% | +91.5% | +1,344.0% | +962.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling