+87.2%
LSCC vs SHAK
-22.1%
+109.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.5% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -9.6% | -5.2% | -4.4% | -7.9% |
| 3M | -17.8% | +27.3% | -45.0% | -26.9% |
| 6M | +37.4% | -27.9% | +65.3% | +49.9% |
| YTD | +59.7% | -17.0% | +76.6% | +63.0% |
| 1Y | +76.2% | -30.9% | +107.2% | +92.7% |
| 3Y | +28.2% | +3.4% | +24.8% | +7.3% |
| 5Y | +87.2% | -20.5% | +107.7% | +61.2% |
| All | +87.2% | -22.1% | +109.3% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling