+406.6%
LUMN vs SHAK
-2.6%
+409.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.7% |
| 7D | +2.5% | -8.3% | +10.8% | +5.8% |
| 30D | +10.3% | -12.6% | +23.0% | +16.0% |
| 3M | -18.3% | +9.1% | -27.4% | -22.9% |
| 6M | +4.4% | -31.2% | +35.6% | +17.5% |
| YTD | -10.7% | -21.6% | +10.9% | -6.0% |
| 1Y | +14.0% | -38.8% | +52.7% | +33.6% |
| 3Y | +406.6% | +0.6% | +406.0% | +392.6% |
| All | +406.6% | -2.6% | +409.2% | +392.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling