+133.7%
LTH vs SHAK
-21.7%
+155.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | 0.0% |
| 7D | -3.7% | -11.0% | +7.2% | 0.0% |
| 30D | -5.3% | -14.0% | +8.7% | -0.6% |
| 3M | +24.2% | +13.3% | +10.9% | +17.9% |
| 6M | +54.8% | -35.3% | +90.2% | +73.3% |
| YTD | +56.1% | -24.0% | +80.0% | +63.5% |
| 1Y | +45.5% | -36.7% | +82.2% | +61.9% |
| 3Y | +155.9% | -5.4% | +161.3% | +119.6% |
| All | +133.7% | -21.7% | +155.4% | +94.8% |
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