+69.4%
SHEL vs LEN
-26.2%
+95.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +3.0% | -3.4% | +6.4% | +3.2% |
| 30D | +7.2% | -5.7% | +12.9% | +7.6% |
| 3M | +12.9% | -12.2% | +25.1% | +13.8% |
| 6M | +13.7% | -18.3% | +32.0% | +15.4% |
| YTD | +33.7% | -20.2% | +53.9% | +35.8% |
| 1Y | +37.9% | -40.1% | +77.9% | +45.0% |
| All | +69.4% | -26.2% | +95.6% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling