+36.2%
LIN vs SHEL
+65.5%
-29.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +0.2% | -8.8% | +9.0% | +1.8% |
| 30D | +6.5% | +2.3% | +4.1% | +5.8% |
| 3M | +5.5% | +11.6% | -6.1% | +3.0% |
| 6M | +3.3% | +15.7% | -12.3% | 0.0% |
| YTD | +22.0% | +38.6% | -16.5% | +12.6% |
| 1Y | +25.7% | +38.5% | -12.7% | +16.0% |
| 3Y | +36.2% | +66.9% | -30.6% | +18.4% |
| All | +36.2% | +65.5% | -29.3% | +18.4% |
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