+306.8%
SHEL vs LDOS
+509.1%
-202.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -7.0% | -3.7% | -3.3% | -5.9% |
| 30D | +2.6% | +16.4% | -13.8% | -2.7% |
| 3M | +15.1% | +7.4% | +7.7% | +11.6% |
| 6M | +13.6% | -0.3% | +13.9% | +12.3% |
| YTD | +40.0% | -24.0% | +64.0% | +50.1% |
| 1Y | +39.2% | -29.6% | +68.8% | +53.3% |
| 3Y | +70.4% | +35.1% | +35.2% | +42.1% |
| 5Y | +163.3% | +52.9% | +110.4% | +104.9% |
| 10Y | +217.4% | +262.2% | -44.9% | +76.3% |
| All | +306.8% | +509.1% | -202.3% | +69.1% |
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 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