+1,402.3%
LITE vs SHEL
+210.3%
+1,192.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | -35.9% | -8.8% | -27.1% | -33.3% |
| 30D | -51.5% | +2.3% | -53.8% | -52.0% |
| 3M | -35.7% | +11.6% | -47.3% | -38.7% |
| 6M | -43.0% | +15.7% | -58.6% | -46.4% |
| YTD | +46.1% | +38.6% | +7.6% | +26.9% |
| 1Y | +124.7% | +38.5% | +86.2% | +95.3% |
| 3Y | +1,172.1% | +66.9% | +1,105.2% | +927.6% |
| 5Y | +477.0% | +160.6% | +316.5% | +284.2% |
| All | +1,402.3% | +210.3% | +1,192.1% | +967.8% |
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