+139.3%
LTH vs SHAK
-14.4%
+153.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | +1.5% | -0.3% | +1.9% | +1.6% |
| 30D | -3.1% | -5.2% | +2.2% | -1.4% |
| 3M | +28.1% | +27.3% | +0.8% | +17.0% |
| 6M | +67.4% | -27.9% | +95.3% | +80.7% |
| YTD | +59.8% | -17.0% | +76.7% | +62.6% |
| 1Y | +45.6% | -30.9% | +76.5% | +57.4% |
| 3Y | +162.0% | +3.4% | +158.6% | +118.4% |
| All | +139.3% | -14.4% | +153.7% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling