+156.7%
LITE vs SHEL
+32.1%
+124.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.5% |
| 7D | +3.4% | -3.9% | +7.3% | +4.4% |
| 30D | -34.9% | -3.7% | -31.2% | -33.9% |
| 3M | -21.0% | +9.1% | -30.1% | -22.2% |
| 6M | -38.5% | +16.7% | -55.2% | -40.0% |
| YTD | +75.8% | +36.8% | +39.0% | +60.5% |
| 1Y | +156.7% | +31.8% | +124.9% | +133.3% |
| All | +156.7% | +32.1% | +124.6% | +133.3% |
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