+474.7%
SHEL vs LII
+2,783.5%
-2,308.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -2.9% | -2.4% | -0.5% | -2.7% |
| 3M | +9.1% | -17.5% | +26.6% | +13.6% |
| 6M | +17.9% | -32.8% | +50.8% | +27.0% |
| YTD | +36.0% | -27.7% | +63.7% | +42.7% |
| 1Y | +31.8% | -28.1% | +59.8% | +38.3% |
| 3Y | +66.9% | -9.7% | +76.5% | +61.0% |
| 5Y | +160.6% | +19.5% | +141.1% | +127.6% |
| 10Y | +197.5% | +170.6% | +26.9% | +106.2% |
| All | +474.7% | +2,783.5% | -2,308.8% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling