+47.0%
LLY vs SLB
+39.9%
+7.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.3% |
| 7D | +0.1% | -3.7% | +3.8% | 0.0% |
| 30D | +19.7% | +2.9% | +16.8% | +19.8% |
| 3M | +19.3% | +0.2% | +19.0% | +19.0% |
| 6M | +49.3% | -4.4% | +53.8% | +49.0% |
| YTD | +32.0% | +33.4% | -1.4% | +41.2% |
| All | +47.0% | +39.9% | +7.0% | +58.4% |
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