+2,259.5%
LITE vs SHEL
+191.2%
+2,068.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | -1.5% | +2.2% | -3.8% | -2.5% |
| 30D | +6.7% | +6.8% | -0.2% | +3.6% |
| 3M | -6.8% | +8.1% | -14.9% | -10.0% |
| 6M | +29.4% | +14.4% | +15.0% | +21.7% |
| YTD | +139.1% | +30.0% | +109.1% | +113.0% |
| 1Y | +521.0% | +33.3% | +487.7% | +448.5% |
| 3Y | +1,535.3% | +66.4% | +1,468.8% | +1,218.9% |
| 5Y | +889.8% | +178.6% | +711.3% | +535.2% |
| All | +2,259.5% | +191.2% | +2,068.3% | +1,356.4% |
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 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