+207.3%
SHEL vs LII
+163.1%
+44.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | +7.2% | -11.2% | +18.4% | +9.6% |
| 3M | +12.9% | -28.8% | +41.7% | +19.3% |
| 6M | +13.7% | -26.9% | +40.6% | +18.8% |
| YTD | +33.7% | -22.2% | +55.9% | +37.3% |
| 1Y | +37.9% | -32.0% | +69.8% | +45.6% |
| 3Y | +70.2% | -0.4% | +70.7% | +57.6% |
| 5Y | +192.3% | +22.4% | +169.9% | +151.0% |
| 10Y | +207.3% | +171.4% | +35.9% | +116.4% |
| All | +207.3% | +163.1% | +44.2% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LII 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling