+85.8%
LSCC vs SHAK
+21.0%
+64.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.2% | +6.3% |
| 7D | +13.0% | +2.0% | +11.0% | +12.3% |
| 30D | -19.8% | +12.0% | -31.9% | -22.7% |
| 3M | -18.4% | +2.3% | -20.7% | -19.5% |
| 6M | -16.1% | -25.5% | +9.4% | -10.4% |
| YTD | +42.7% | -11.4% | +54.2% | +42.6% |
| 1Y | +68.0% | -21.8% | +89.8% | +75.0% |
| 3Y | +85.8% | +25.8% | +60.0% | +58.2% |
| All | +85.8% | +21.0% | +64.8% | +58.2% |
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