+210.0%
SHEL vs LH
+183.3%
+26.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | +4.1% | -4.7% | +8.8% | +5.7% |
| 30D | +8.4% | -3.5% | +11.9% | +9.5% |
| 3M | +13.7% | +17.7% | -4.0% | +7.3% |
| 6M | +12.7% | +15.8% | -3.1% | +6.6% |
| YTD | +35.3% | +25.1% | +10.2% | +24.3% |
| 1Y | +39.4% | +12.5% | +26.9% | +32.4% |
| 3Y | +71.5% | +59.8% | +11.7% | +40.8% |
| 5Y | +195.0% | +27.1% | +167.9% | +158.8% |
| All | +210.0% | +183.3% | +26.7% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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