+241.3%
LTH vs SHAK
+36.4%
+204.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.4% |
| 7D | -1.3% | +4.3% | -5.6% | -2.3% |
| 30D | +15.7% | +9.0% | +6.6% | +13.1% |
| 3M | +5.0% | +1.8% | +3.2% | +4.0% |
| 6M | +37.7% | +17.3% | +20.4% | +30.6% |
| YTD | +75.0% | -7.6% | +82.6% | +72.6% |
| 1Y | +82.6% | -16.9% | +99.6% | +85.2% |
| 3Y | +241.3% | +35.1% | +206.3% | +182.1% |
| All | +241.3% | +36.4% | +204.9% | +182.1% |
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