+57.3%
LLY vs SHEL
+43.6%
+13.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.7% |
| 7D | +10.1% | -3.2% | +13.2% | +10.2% |
| 30D | +24.0% | +5.5% | +18.5% | +24.3% |
| 3M | +27.3% | +14.4% | +12.9% | +27.4% |
| 6M | +47.0% | +16.2% | +30.8% | +46.9% |
| YTD | +32.6% | +42.4% | -9.8% | +32.3% |
| 1Y | +57.3% | +43.3% | +14.1% | +58.5% |
| All | +57.3% | +43.6% | +13.7% | +58.5% |
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