+1,358.0%
LITE vs SHEL
+71.4%
+1,286.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -5.2% |
| 7D | +10.8% | +0.8% | +10.0% | +10.3% |
| 30D | -33.4% | -3.6% | -29.9% | -32.0% |
| 3M | -32.2% | +12.0% | -44.3% | -36.4% |
| 6M | -42.1% | +19.7% | -61.8% | -47.8% |
| YTD | +61.9% | +39.6% | +22.2% | +30.7% |
| 1Y | +163.0% | +36.4% | +126.5% | +115.6% |
| 3Y | +1,358.0% | +70.2% | +1,287.8% | +934.0% |
| All | +1,358.0% | +71.4% | +1,286.6% | +934.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling