+160.4%
SHEL vs LII
+19.9%
+140.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.9% |
| 7D | -8.8% | -0.6% | -8.2% | -8.8% |
| 30D | +2.3% | -4.6% | +6.9% | +2.5% |
| 3M | +11.6% | -21.2% | +32.8% | +13.3% |
| 6M | +15.7% | -36.4% | +52.1% | +19.0% |
| YTD | +38.6% | -28.9% | +67.5% | +40.4% |
| 1Y | +38.5% | -29.5% | +68.0% | +40.4% |
| 3Y | +66.9% | -8.6% | +75.4% | +63.4% |
| All | +160.4% | +19.9% | +140.5% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling