+17,561.1%
LLY vs SLB
+966.6%
+16,594.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +2.3% | -0.3% | +2.6% | +2.0% |
| 6M | +14.9% | +21.3% | -6.5% | +10.8% |
| YTD | +7.5% | +52.3% | -44.8% | -0.2% |
| 1Y | +55.7% | +63.6% | -7.9% | +42.8% |
| 3Y | +110.6% | +3.8% | +106.8% | +104.3% |
| 5Y | +363.4% | +128.6% | +234.8% | +283.0% |
| 10Y | +1,649.0% | -3.1% | +1,652.0% | +1,464.1% |
| All | +17,561.1% | +966.6% | +16,594.5% | +8,500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling