-80.4%
LYFT vs SHAK
+10.3%
-90.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.5% |
| 7D | -8.4% | -8.3% | -0.1% | -4.4% |
| 30D | -7.6% | -12.6% | +5.0% | -1.3% |
| 3M | +11.7% | +9.1% | +2.6% | +5.7% |
| 6M | +15.1% | -31.2% | +46.4% | +29.9% |
| YTD | -20.9% | -21.6% | +0.7% | -17.1% |
| 1Y | -16.4% | -38.8% | +22.4% | -1.2% |
| 3Y | +35.2% | +0.6% | +34.6% | +10.0% |
| 5Y | -69.4% | -22.5% | -46.8% | -73.2% |
| All | -80.4% | +10.3% | -90.7% | -89.4% |
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