+190.2%
SHEL vs LCID
-97.7%
+287.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | +1.9% | +1.8% | +0.2% | +1.9% |
| 30D | +8.7% | -34.2% | +42.9% | +10.0% |
| 3M | +11.0% | -9.1% | +20.1% | +10.6% |
| 6M | +14.6% | -52.6% | +67.2% | +16.6% |
| YTD | +33.3% | -56.2% | +89.5% | +35.8% |
| 1Y | +37.9% | -74.9% | +112.8% | +42.9% |
| 3Y | +69.7% | -92.1% | +161.8% | +79.4% |
| 5Y | +190.2% | -97.6% | +287.7% | +224.4% |
| All | +190.2% | -97.7% | +287.8% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling