+42.8%
LRCX vs SHEL
+43.6%
-0.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -4.4% |
| 7D | -12.8% | -3.2% | -9.6% | -13.2% |
| 30D | -36.0% | +5.5% | -41.5% | -35.2% |
| 3M | -30.2% | +14.4% | -44.6% | -28.6% |
| 6M | -14.2% | +16.2% | -30.4% | -10.6% |
| YTD | +29.7% | +42.4% | -12.7% | +27.2% |
| 1Y | +42.8% | +43.3% | -0.5% | +40.9% |
| All | +42.8% | +43.6% | -0.8% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling