+34.5%
LYV vs SHAK
-26.3%
+60.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -0.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | +5.5% | +8.1% | -2.6% | +4.3% |
| 3M | -1.2% | -6.1% | +4.8% | -0.6% |
| 6M | +15.3% | -27.7% | +43.0% | +18.7% |
| YTD | +27.2% | -14.0% | +41.2% | +25.6% |
| 1Y | +34.5% | -27.1% | +61.5% | +36.9% |
| All | +34.5% | -26.3% | +60.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling