+134.1%
LLY vs SLB
-6.6%
+140.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | 0.0% | -3.5% |
| 7D | -0.7% | -7.7% | +7.1% | -0.1% |
| 30D | +17.9% | -0.7% | +18.6% | +17.9% |
| 3M | +16.8% | 0.0% | +16.8% | +16.5% |
| 6M | +38.4% | -10.4% | +48.9% | +39.3% |
| YTD | +27.6% | +31.5% | -3.9% | +23.7% |
| 1Y | +48.3% | +39.1% | +9.2% | +42.7% |
| All | +134.1% | -6.6% | +140.7% | +125.5% |
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