+189.5%
LQD vs SHEL
+597.4%
-407.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | 0.0% | +3.0% | -3.1% | -0.1% |
| 30D | -0.2% | +7.2% | -7.4% | -0.4% |
| 3M | -1.7% | +12.9% | -14.6% | -2.1% |
| 6M | -2.7% | +13.7% | -16.4% | -3.1% |
| YTD | -1.4% | +33.7% | -35.1% | -2.5% |
| 1Y | -1.0% | +37.9% | -38.9% | -2.2% |
| 3Y | +15.1% | +70.2% | -55.2% | +12.7% |
| 5Y | -5.2% | +192.3% | -197.5% | -9.1% |
| 10Y | +23.3% | +207.3% | -184.0% | +16.3% |
| All | +189.5% | +597.4% | -407.9% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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