+110.2%
LLY vs SLB
+3.2%
+107.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | +0.8% | -3.0% | -2.3% |
| 30D | -1.6% | +15.8% | -17.4% | -3.1% |
| 3M | +2.3% | -0.3% | +2.6% | +2.2% |
| 6M | +14.9% | +21.3% | -6.5% | +12.3% |
| YTD | +7.5% | +52.3% | -44.8% | +2.7% |
| 1Y | +55.7% | +63.6% | -7.9% | +47.1% |
| All | +110.2% | +3.2% | +107.0% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling