-4.8%
LSCC vs SHAK
+8.0%
-12.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.1% | +11.5% | +10.3% |
| 7D | +14.5% | +3.0% | +11.4% | +14.3% |
| 30D | -0.1% | +8.2% | -8.3% | +0.4% |
| 3M | -2.7% | +4.6% | -7.2% | -3.1% |
| 6M | -4.8% | +16.3% | -21.1% | -3.5% |
| All | -4.8% | +8.0% | -12.8% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling