+361.5%
LLY vs SHEL
+186.2%
+175.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.5% |
| 7D | -3.1% | +1.9% | -5.0% | -3.3% |
| 30D | -5.1% | +8.7% | -13.7% | -6.0% |
| 3M | -2.1% | +11.0% | -13.0% | -3.3% |
| 6M | +13.8% | +14.6% | -0.7% | +11.8% |
| YTD | +5.1% | +33.3% | -28.2% | +1.2% |
| 1Y | +53.1% | +37.9% | +15.2% | +46.7% |
| 3Y | +95.6% | +69.7% | +25.9% | +83.2% |
| 5Y | +361.5% | +190.2% | +171.4% | +318.7% |
| All | +361.5% | +186.2% | +175.3% | +318.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling