-70.4%
LYFT vs SHAK
-22.8%
-47.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.5% |
| 7D | -8.4% | -8.3% | -0.1% | -4.5% |
| 30D | -7.6% | -12.6% | +5.0% | -1.6% |
| 3M | +11.7% | +9.1% | +2.6% | +5.9% |
| 6M | +15.1% | -31.2% | +46.4% | +29.5% |
| YTD | -20.9% | -21.6% | +0.7% | -17.5% |
| 1Y | -16.4% | -38.8% | +22.4% | -1.5% |
| 3Y | +35.2% | +0.6% | +34.6% | +5.1% |
| All | -70.4% | -22.8% | -47.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling