+2,053.0%
LLY vs SHEL
+218.8%
+1,834.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +4.6% | -1.6% | +6.1% | +4.8% |
| 30D | +22.4% | -4.3% | +26.7% | +23.2% |
| 3M | +17.1% | +10.4% | +6.7% | +15.2% |
| 6M | +44.6% | +17.5% | +27.1% | +40.7% |
| YTD | +33.5% | +37.8% | -4.4% | +26.2% |
| 1Y | +41.1% | +33.8% | +7.3% | +34.0% |
| 3Y | +143.8% | +69.1% | +74.7% | +121.9% |
| 5Y | +473.4% | +165.7% | +307.7% | +378.8% |
| All | +2,053.0% | +218.8% | +1,834.2% | +1,595.4% |
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