+2,024.1%
LLY vs SHEL
+195.4%
+1,828.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.7% |
| 7D | +1.6% | -6.7% | +8.3% | +2.7% |
| 30D | +21.5% | -2.9% | +24.4% | +22.0% |
| 3M | +16.4% | +9.1% | +7.3% | +14.7% |
| 6M | +51.5% | +17.9% | +33.6% | +47.2% |
| YTD | +33.9% | +36.0% | -2.1% | +26.9% |
| 1Y | +49.1% | +31.8% | +17.3% | +41.9% |
| 3Y | +144.6% | +66.9% | +77.7% | +123.1% |
| 5Y | +466.3% | +160.6% | +305.8% | +374.3% |
| 10Y | +2,024.1% | +197.5% | +1,826.6% | +1,641.1% |
| All | +2,024.1% | +195.4% | +1,828.8% | +1,641.1% |
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