+1,341.1%
LSCC vs SHAK
+107.7%
+1,233.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +5.0% | +8.2% | -3.2% | +2.7% |
| 30D | -11.7% | +13.5% | -25.2% | -15.3% |
| 3M | -13.3% | +6.2% | -19.5% | -15.5% |
| 6M | -12.5% | +8.2% | -20.7% | -17.0% |
| YTD | +51.2% | -6.5% | +57.7% | +47.8% |
| 1Y | +65.9% | -19.2% | +85.1% | +69.5% |
| 3Y | +95.3% | +37.9% | +57.4% | +60.7% |
| 5Y | +38.6% | -9.5% | +48.1% | +23.9% |
| All | +1,341.1% | +107.7% | +1,233.3% | +880.8% |
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 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