+30.0%
LIN vs SHEL
+65.3%
-35.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.1% |
| 7D | -2.1% | +2.2% | -4.4% | -2.5% |
| 30D | -2.4% | +6.8% | -9.3% | -3.7% |
| 3M | -5.6% | +8.1% | -13.7% | -7.1% |
| 6M | -3.4% | +14.4% | -17.8% | -6.4% |
| YTD | +13.1% | +30.0% | -16.9% | +6.2% |
| 1Y | +2.5% | +33.3% | -30.9% | -4.5% |
| All | +30.0% | +65.3% | -35.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 3y: compounded portfolio wealth divided by compounded SHEL 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…
3y analysis · Full analysis span regression · 6 months rolling