+549.4%
LYV vs SHAK
+87.2%
+462.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -1.0% |
| 7D | -1.9% | -8.3% | +6.4% | +0.8% |
| 30D | -8.2% | -12.6% | +4.4% | -4.2% |
| 3M | -1.3% | +9.1% | -10.4% | -5.1% |
| 6M | +2.6% | -31.2% | +33.9% | +11.8% |
| YTD | +19.4% | -21.6% | +41.0% | +23.2% |
| 1Y | -2.2% | -38.8% | +36.5% | +9.2% |
| 3Y | +106.0% | +0.6% | +105.4% | +75.5% |
| 5Y | +97.7% | -22.5% | +120.2% | +75.8% |
| All | +549.4% | +87.2% | +462.2% | +263.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling