+192.6%
SHEL vs LDOS
+274.0%
-81.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +2.2% | -5.4% | +7.7% | +4.0% |
| 30D | +6.8% | +4.9% | +2.0% | +5.1% |
| 3M | +8.1% | +7.2% | +0.9% | +5.1% |
| 6M | +14.4% | -24.2% | +38.7% | +24.0% |
| YTD | +30.0% | -25.8% | +55.8% | +40.4% |
| 1Y | +33.3% | -24.7% | +58.0% | +42.9% |
| 3Y | +66.4% | +39.3% | +27.2% | +35.1% |
| 5Y | +178.6% | +43.3% | +135.3% | +118.0% |
| All | +192.6% | +274.0% | -81.4% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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