+42.2%
LUV vs SHAK
-2.6%
+44.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.6% |
| 7D | -1.0% | -8.3% | +7.3% | +1.1% |
| 30D | -12.4% | -12.6% | +0.3% | -9.5% |
| 3M | -11.0% | +9.1% | -20.1% | -13.5% |
| 6M | -5.0% | -31.2% | +26.3% | +2.0% |
| YTD | -3.8% | -21.6% | +17.8% | -0.3% |
| 1Y | +25.9% | -38.8% | +64.7% | +38.5% |
| 3Y | +42.2% | +0.6% | +41.6% | +30.8% |
| All | +42.2% | -2.6% | +44.9% | +30.8% |
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