+133.8%
LTH vs SHAK
-19.2%
+153.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -1.0% |
| 7D | -4.0% | -8.3% | +4.3% | -1.3% |
| 30D | -5.3% | -12.6% | +7.3% | -1.1% |
| 3M | +19.0% | +9.1% | +9.9% | +14.4% |
| 6M | +55.8% | -31.2% | +87.0% | +70.7% |
| YTD | +56.1% | -21.6% | +77.7% | +61.8% |
| 1Y | +41.3% | -38.8% | +80.0% | +59.4% |
| 3Y | +156.6% | +0.6% | +156.0% | +115.0% |
| All | +133.8% | -19.2% | +153.0% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling