+443.8%
LLY vs SLB
+65.5%
+378.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.5% | -7.1% | +2.6% | -4.0% |
| 30D | +13.9% | +4.1% | +9.8% | +13.5% |
| 3M | +13.8% | -2.6% | +16.4% | +13.8% |
| 6M | +37.6% | -8.6% | +46.2% | +38.1% |
| YTD | +26.6% | +32.2% | -5.6% | +23.3% |
| 1Y | +45.3% | +40.7% | +4.7% | +40.7% |
| 3Y | +132.2% | -4.5% | +136.8% | +128.3% |
| All | +443.8% | +65.5% | +378.4% | +429.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling