+25.4%
LSCC vs SHAK
+3.6%
+21.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -9.7% | -6.6% | -3.0% | -7.9% |
| 3M | -23.7% | +30.1% | -53.8% | -30.9% |
| 6M | +26.5% | -28.7% | +55.2% | +37.7% |
| YTD | +57.5% | -14.5% | +72.0% | +59.9% |
| 1Y | +75.7% | -31.9% | +107.6% | +92.0% |
| All | +25.4% | +3.6% | +21.7% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling