+45.3%
LLY vs SLB
+39.5%
+5.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.5% | -7.1% | +2.6% | -4.6% |
| 30D | +13.9% | +4.1% | +9.8% | +13.9% |
| 3M | +13.8% | -2.6% | +16.4% | +13.6% |
| 6M | +37.6% | -8.6% | +46.2% | +37.5% |
| YTD | +26.6% | +32.2% | -5.6% | +35.3% |
| 1Y | +45.3% | +40.7% | +4.7% | +57.2% |
| All | +45.3% | +39.5% | +5.8% | +57.2% |
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