+363.2%
SHEL vs LCID
-97.1%
+460.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.2% | +10.5% | +1.5% |
| 7D | +0.8% | -10.2% | +11.0% | +1.0% |
| 30D | -3.6% | -10.2% | +6.6% | -3.5% |
| 3M | +12.0% | -54.1% | +66.2% | +13.9% |
| 6M | +19.7% | -53.8% | +73.5% | +21.1% |
| YTD | +39.6% | -72.0% | +111.7% | +42.9% |
| 1Y | +36.4% | -80.5% | +117.0% | +40.9% |
| 3Y | +70.2% | -92.6% | +162.8% | +77.6% |
| 5Y | +169.2% | -99.3% | +268.6% | +185.6% |
| All | +363.2% | -97.1% | +460.4% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling