+297.6%
SHEL vs LDOS
+500.4%
-202.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.4% |
| 7D | -3.9% | -1.3% | -2.6% | -3.5% |
| 30D | -3.7% | +10.1% | -13.8% | -7.0% |
| 3M | +9.1% | -4.7% | +13.7% | +10.2% |
| 6M | +16.7% | +5.6% | +11.1% | +13.0% |
| YTD | +36.8% | -25.1% | +61.9% | +47.4% |
| 1Y | +31.8% | -31.7% | +63.5% | +46.6% |
| 3Y | +67.9% | +33.7% | +34.2% | +40.5% |
| 5Y | +163.3% | +54.4% | +109.0% | +103.9% |
| 10Y | +210.7% | +236.4% | -25.7% | +77.3% |
| All | +297.6% | +500.4% | -202.8% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling