+2,006.3%
LLY vs SLB
-15.8%
+2,022.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.2% |
| 7D | +0.1% | -3.7% | +3.8% | +0.4% |
| 30D | +19.7% | +2.9% | +16.8% | +19.3% |
| 3M | +19.3% | +0.2% | +19.0% | +19.0% |
| 6M | +49.3% | -4.4% | +53.8% | +49.4% |
| YTD | +32.0% | +33.4% | -1.4% | +27.3% |
| 1Y | +53.7% | +40.8% | +12.9% | +47.3% |
| 3Y | +143.7% | +3.2% | +140.6% | +138.7% |
| 5Y | +463.9% | +64.8% | +399.1% | +415.2% |
| 10Y | +2,006.3% | -16.6% | +2,022.9% | +1,936.5% |
| All | +2,006.3% | -15.8% | +2,022.2% | +1,936.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling