+43.3%
SHEL vs LHX
-8.3%
+51.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.2% | -1.8% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | +5.5% | +9.7% | -4.1% | +5.2% |
| 3M | +14.4% | -8.5% | +22.9% | +14.5% |
| 6M | +16.2% | -15.1% | +31.3% | +16.8% |
| YTD | +42.4% | -10.4% | +52.9% | +40.2% |
| 1Y | +43.3% | -9.3% | +52.6% | +41.0% |
| All | +43.3% | -8.3% | +51.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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