+39.4%
SHEL vs LH
+14.9%
+24.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.9% |
| 7D | +4.1% | -4.7% | +8.8% | +4.1% |
| 30D | +8.4% | -3.5% | +11.9% | +8.3% |
| 3M | +13.7% | +17.7% | -4.0% | +13.4% |
| 6M | +12.7% | +15.8% | -3.1% | +12.4% |
| YTD | +35.3% | +25.1% | +10.2% | +34.6% |
| 1Y | +39.4% | +12.5% | +26.9% | +38.8% |
| All | +39.4% | +14.9% | +24.5% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling