+220.3%
SHEL vs LDOS
+226.9%
-6.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | +0.8% | -1.6% | +2.4% | +1.2% |
| 30D | -3.6% | +8.2% | -11.8% | -6.1% |
| 3M | +12.0% | -8.2% | +20.2% | +14.4% |
| 6M | +19.7% | +5.8% | +13.9% | +16.1% |
| YTD | +39.6% | -27.0% | +66.6% | +51.1% |
| 1Y | +36.4% | -31.0% | +67.4% | +50.5% |
| 3Y | +70.2% | +29.3% | +40.9% | +41.4% |
| 5Y | +169.2% | +48.7% | +120.5% | +105.2% |
| All | +220.3% | +226.9% | -6.6% | +117.1% |
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