+68.5%
LIN vs SHEL
+164.9%
-96.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +6.8% | -3.6% | +10.4% | +7.6% |
| 3M | +10.4% | +12.0% | -1.7% | +7.1% |
| 6M | +3.2% | +19.7% | -16.5% | -1.8% |
| YTD | +24.6% | +39.6% | -15.1% | +13.4% |
| 1Y | +24.4% | +36.4% | -12.0% | +13.9% |
| 3Y | +36.7% | +70.2% | -33.5% | +16.5% |
| All | +68.5% | +164.9% | -96.4% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling