+57.3%
LLY vs SLB
+45.4%
+11.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +10.1% | -4.1% | +14.1% | +10.0% |
| 30D | +24.0% | +2.5% | +21.5% | +24.1% |
| 3M | +27.3% | +2.0% | +25.3% | +27.0% |
| 6M | +47.0% | -6.3% | +53.3% | +47.0% |
| YTD | +32.6% | +36.5% | -4.0% | +41.7% |
| 1Y | +57.3% | +46.2% | +11.1% | +69.7% |
| All | +57.3% | +45.4% | +11.9% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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