+158.2%
LTH vs SHAK
-3.6%
+161.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | 0.0% |
| 7D | -4.0% | -7.2% | +3.2% | -2.2% |
| 30D | -1.7% | -11.8% | +10.1% | +1.4% |
| 3M | +28.0% | +17.2% | +10.8% | +22.1% |
| 6M | +54.1% | -34.1% | +88.2% | +67.9% |
| YTD | +57.1% | -22.4% | +79.4% | +62.4% |
| 1Y | +45.8% | -35.9% | +81.7% | +58.7% |
| All | +158.2% | -3.6% | +161.8% | +117.6% |
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