+14.0%
LUMN vs SHAK
-34.9%
+48.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.2% |
| 7D | +2.5% | -8.3% | +10.8% | +4.5% |
| 30D | +10.3% | -12.6% | +23.0% | +13.7% |
| 3M | -18.3% | +9.1% | -27.4% | -21.3% |
| 6M | +4.4% | -31.2% | +35.6% | +16.1% |
| YTD | -10.7% | -21.6% | +10.9% | -3.9% |
| 1Y | +14.0% | -38.8% | +52.7% | +43.0% |
| All | +14.0% | -34.9% | +48.8% | +43.0% |
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