+9.3%
LVS vs SHAK
+31.3%
-22.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -4.3% | -11.0% | +6.7% | -1.5% |
| 30D | -6.8% | -14.0% | +7.2% | -3.3% |
| 3M | -15.6% | +13.3% | -28.9% | -18.9% |
| 6M | -20.6% | -35.3% | +14.7% | -13.9% |
| YTD | -33.4% | -24.0% | -9.4% | -31.1% |
| 1Y | -20.1% | -36.7% | +16.6% | -13.9% |
| 3Y | -7.4% | -5.4% | -2.1% | -15.4% |
| 5Y | +8.5% | -24.9% | +33.4% | +1.2% |
| 10Y | -1.7% | +79.6% | -81.3% | -28.3% |
| All | +9.3% | +31.3% | -22.0% | -17.4% |
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