+50.0%
LULU vs SHAK
+87.2%
-37.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.3% |
| 7D | -1.6% | -8.3% | +6.7% | +0.6% |
| 30D | -18.1% | -12.6% | -5.5% | -15.3% |
| 3M | -18.8% | +9.1% | -27.9% | -21.0% |
| 6M | -39.2% | -31.2% | -8.0% | -34.7% |
| YTD | -52.4% | -21.6% | -30.8% | -50.7% |
| 1Y | -40.3% | -38.8% | -1.5% | -34.3% |
| 3Y | -75.1% | +0.6% | -75.7% | -77.0% |
| 5Y | -76.7% | -22.5% | -54.2% | -78.3% |
| All | +50.0% | +87.2% | -37.3% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling