+210.0%
SHEL vs LHX
+227.8%
-17.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.3% |
| 7D | +4.1% | -4.3% | +8.4% | +5.8% |
| 30D | +8.4% | -15.1% | +23.5% | +14.9% |
| 3M | +13.7% | -21.0% | +34.7% | +23.1% |
| 6M | +12.7% | -32.0% | +44.7% | +28.9% |
| YTD | +35.3% | -15.3% | +50.6% | +41.0% |
| 1Y | +39.4% | -11.1% | +50.4% | +41.7% |
| 3Y | +71.5% | +54.0% | +17.4% | +35.6% |
| 5Y | +195.0% | +17.1% | +177.9% | +156.8% |
| All | +210.0% | +227.8% | -17.8% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling