+521.0%
LITE vs SHEL
+32.9%
+488.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | -1.5% | +2.2% | -3.8% | -2.3% |
| 30D | +6.7% | +6.8% | -0.2% | +3.7% |
| 3M | -6.8% | +8.1% | -14.9% | -8.9% |
| 6M | +29.4% | +14.4% | +15.0% | +22.1% |
| YTD | +139.1% | +30.0% | +109.1% | +106.4% |
| 1Y | +521.0% | +33.3% | +487.7% | +427.0% |
| All | +521.0% | +32.9% | +488.1% | +427.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling