+197.5%
SHEL vs LDOS
+254.8%
-57.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -6.7% | +1.9% | -8.5% | -7.2% |
| 30D | -2.9% | +12.8% | -15.7% | -6.6% |
| 3M | +9.1% | -1.0% | +10.1% | +8.9% |
| 6M | +17.9% | +6.2% | +11.7% | +14.4% |
| YTD | +36.0% | -23.2% | +59.2% | +45.0% |
| 1Y | +31.8% | -29.5% | +61.3% | +44.6% |
| 3Y | +66.9% | +37.1% | +29.8% | +36.2% |
| 5Y | +160.6% | +55.6% | +104.9% | +96.3% |
| 10Y | +197.5% | +249.4% | -51.9% | +107.8% |
| All | +197.5% | +254.8% | -57.3% | +107.8% |
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