+562.5%
LITE vs SHEL
+164.9%
+397.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -5.0% |
| 7D | +10.8% | +0.8% | +10.0% | +10.4% |
| 30D | -33.4% | -3.6% | -29.9% | -32.3% |
| 3M | -32.2% | +12.0% | -44.3% | -35.5% |
| 6M | -42.1% | +19.7% | -61.8% | -46.6% |
| YTD | +61.9% | +39.6% | +22.2% | +39.0% |
| 1Y | +163.0% | +36.4% | +126.5% | +128.1% |
| 3Y | +1,358.0% | +70.2% | +1,287.8% | +1,057.6% |
| All | +562.5% | +164.9% | +397.5% | +368.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling