+74.6%
LSCC vs SHAK
-35.2%
+109.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.6% |
| 7D | +1.4% | -7.2% | +8.6% | +2.7% |
| 30D | -10.0% | -11.8% | +1.8% | -8.0% |
| 3M | -16.1% | +17.2% | -33.2% | -20.3% |
| 6M | +27.4% | -34.1% | +61.5% | +40.2% |
| YTD | +56.9% | -22.4% | +79.3% | +65.6% |
| 1Y | +74.6% | -35.9% | +110.5% | +91.9% |
| All | +74.6% | -35.2% | +109.8% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling