+615.8%
LYV vs SHAK
+35.4%
+580.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.9% |
| 7D | -1.9% | -8.3% | +6.4% | +0.4% |
| 30D | -8.2% | -12.6% | +4.4% | -4.7% |
| 3M | -1.3% | +9.1% | -10.4% | -4.5% |
| 6M | +2.6% | -31.2% | +33.9% | +10.6% |
| YTD | +19.4% | -21.6% | +41.0% | +22.9% |
| 1Y | -2.2% | -38.8% | +36.5% | +7.7% |
| 3Y | +106.0% | +0.6% | +105.4% | +82.5% |
| 5Y | +97.7% | -22.5% | +120.2% | +81.5% |
| 10Y | +560.5% | +85.3% | +475.2% | +364.7% |
| All | +615.8% | +35.4% | +580.4% | +398.0% |
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