+1,580.3%
LLY vs SHEL
+201.7%
+1,378.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.1% | +3.0% | -6.1% | -3.6% |
| 30D | -8.6% | +7.2% | -15.8% | -9.6% |
| 3M | -1.6% | +12.9% | -14.5% | -3.6% |
| 6M | +11.8% | +13.7% | -1.9% | +9.2% |
| YTD | +5.1% | +33.7% | -28.6% | -0.1% |
| 1Y | +50.7% | +37.9% | +12.8% | +42.4% |
| 3Y | +95.7% | +70.2% | +25.4% | +78.0% |
| 5Y | +390.2% | +192.3% | +197.8% | +300.9% |
| 10Y | +1,580.3% | +207.3% | +1,373.0% | +1,274.9% |
| All | +1,580.3% | +201.7% | +1,378.6% | +1,274.9% |
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