+21,985.5%
LLY vs SHEL
+2,595.5%
+19,390.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.4% | -3.9% | +5.3% | +2.1% |
| 30D | +21.5% | -3.7% | +25.2% | +22.3% |
| 3M | +18.5% | +9.1% | +9.4% | +16.5% |
| 6M | +49.1% | +16.7% | +32.4% | +44.7% |
| YTD | +34.4% | +36.8% | -2.4% | +26.5% |
| 1Y | +46.3% | +31.8% | +14.5% | +38.6% |
| 3Y | +145.5% | +67.9% | +77.6% | +121.8% |
| 5Y | +472.7% | +163.3% | +309.3% | +370.7% |
| 10Y | +2,049.9% | +210.7% | +1,839.3% | +1,544.4% |
| All | +21,985.5% | +2,595.5% | +19,390.0% | +13,865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling