+188.8%
SHEL vs LEN
-11.2%
+200.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.7% |
| 7D | +4.1% | -4.8% | +8.9% | +4.5% |
| 30D | +8.4% | -6.6% | +15.0% | +8.9% |
| 3M | +13.7% | -15.7% | +29.4% | +15.1% |
| 6M | +12.7% | -16.6% | +29.3% | +14.1% |
| YTD | +35.3% | -21.3% | +56.7% | +37.5% |
| 1Y | +39.4% | -42.0% | +81.4% | +46.2% |
| 3Y | +71.5% | -27.9% | +99.4% | +73.6% |
| All | +188.8% | -11.2% | +200.0% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling