+1,533.3%
LITE vs SHEL
+209.5%
+1,323.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | -12.9% | -5.8% | -7.1% | -10.7% |
| 30D | -46.0% | -1.3% | -44.7% | -45.6% |
| 3M | -33.0% | +12.7% | -45.7% | -36.4% |
| 6M | -34.0% | +19.9% | -53.9% | -39.0% |
| YTD | +61.7% | +38.3% | +23.5% | +40.6% |
| 1Y | +148.3% | +35.7% | +112.6% | +117.6% |
| 3Y | +1,408.5% | +71.7% | +1,336.8% | +1,106.0% |
| 5Y | +546.2% | +158.4% | +387.7% | +331.6% |
| 10Y | +1,533.3% | +204.1% | +1,329.3% | +1,054.0% |
| All | +1,533.3% | +209.5% | +1,323.8% | +1,054.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling