+50.7%
LLY vs SHEL
+36.9%
+13.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.1% | +3.0% | -6.1% | -3.2% |
| 30D | -8.6% | +7.2% | -15.8% | -8.8% |
| 3M | -1.6% | +12.9% | -14.5% | -2.2% |
| 6M | +11.8% | +13.7% | -1.9% | +10.5% |
| YTD | +5.1% | +33.7% | -28.6% | +3.3% |
| 1Y | +50.7% | +37.9% | +12.8% | +46.9% |
| All | +50.7% | +36.9% | +13.8% | +46.9% |
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 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