-62.7%
LUMN vs SHAK
+35.4%
-98.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.1% |
| 7D | +2.5% | -8.3% | +10.8% | +4.6% |
| 30D | +10.3% | -12.6% | +23.0% | +13.8% |
| 3M | -18.3% | +9.1% | -27.4% | -20.9% |
| 6M | +4.4% | -31.2% | +35.6% | +12.0% |
| YTD | -10.7% | -21.6% | +10.9% | -7.4% |
| 1Y | +14.0% | -38.8% | +52.7% | +24.9% |
| 3Y | +406.6% | +0.6% | +406.0% | +392.8% |
| 5Y | -36.8% | -22.5% | -14.3% | -38.0% |
| 10Y | -56.2% | +85.3% | -141.5% | -64.5% |
| All | -62.7% | +35.4% | -98.2% | -68.0% |
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 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