-51.2%
LULU vs SHAK
-34.0%
-17.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.1% | -17.5% | -17.4% |
| 7D | -16.7% | -0.7% | -16.0% | -16.6% |
| 30D | -18.5% | -6.6% | -11.9% | -17.2% |
| 3M | -19.5% | +30.1% | -49.5% | -25.3% |
| 6M | -41.9% | -28.7% | -13.2% | -39.2% |
| YTD | -51.6% | -14.5% | -37.1% | -53.0% |
| 1Y | -51.2% | -31.9% | -19.3% | -48.5% |
| All | -51.2% | -34.0% | -17.2% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling