+36.9%
LIN vs SHEL
+67.9%
-31.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +0.3% | -3.9% | +4.3% | +1.1% |
| 30D | +8.0% | -3.7% | +11.7% | +8.6% |
| 3M | +7.7% | +9.1% | -1.4% | +5.6% |
| 6M | +5.1% | +16.7% | -11.6% | +1.4% |
| YTD | +24.7% | +36.8% | -12.1% | +15.3% |
| 1Y | +25.1% | +31.8% | -6.7% | +16.8% |
| All | +36.9% | +67.9% | -31.0% | +19.1% |
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