+2,506.9%
SHEL vs LH
+1,382.1%
+1,124.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | +2.2% | -2.5% | +4.7% | +2.6% |
| 30D | +6.8% | +4.3% | +2.5% | +6.3% |
| 3M | +8.1% | +25.5% | -17.4% | +4.9% |
| 6M | +14.4% | +17.0% | -2.6% | +11.9% |
| YTD | +30.0% | +31.3% | -1.3% | +25.3% |
| 1Y | +33.3% | +20.0% | +13.4% | +29.8% |
| 3Y | +66.4% | +63.9% | +2.6% | +55.1% |
| 5Y | +178.6% | +30.9% | +147.7% | +165.1% |
| 10Y | +198.4% | +191.4% | +7.0% | +156.2% |
| All | +2,506.9% | +1,382.1% | +1,124.8% | +1,788.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling