+137.8%
LTH vs SHAK
-12.1%
+149.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.1% |
| 7D | -1.3% | +4.3% | -5.6% | -2.7% |
| 30D | +15.7% | +9.0% | +6.6% | +12.0% |
| 3M | +5.0% | +1.8% | +3.2% | +3.3% |
| 6M | +37.7% | +17.3% | +20.4% | +27.4% |
| YTD | +75.0% | -7.6% | +82.6% | +70.3% |
| 1Y | +82.6% | -16.9% | +99.6% | +84.4% |
| 3Y | +241.3% | +35.1% | +206.3% | +149.4% |
| All | +137.8% | -12.1% | +149.9% | +96.2% |
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