+361.6%
LRCX vs SHEL
+70.5%
+291.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -3.1% | +4.1% | -7.2% | -4.4% |
| 30D | -8.6% | +8.4% | -16.9% | -11.1% |
| 3M | -17.7% | +13.7% | -31.4% | -21.3% |
| 6M | +36.4% | +12.7% | +23.6% | +29.7% |
| YTD | +74.5% | +35.3% | +39.2% | +50.2% |
| 1Y | +159.4% | +39.4% | +120.1% | +119.0% |
| 3Y | +361.6% | +71.5% | +290.1% | +254.9% |
| All | +361.6% | +70.5% | +291.1% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling