+192.5%
SHEL vs LMT
+73.4%
+119.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +3.9% | -0.5% | +4.5% | +4.0% |
| 30D | +7.0% | -10.8% | +17.7% | +9.6% |
| 3M | +12.5% | +1.6% | +10.9% | +11.6% |
| 6M | +14.8% | -17.6% | +32.3% | +19.6% |
| YTD | +34.2% | +11.6% | +22.6% | +29.3% |
| 1Y | +37.0% | +17.2% | +19.8% | +30.1% |
| 3Y | +70.9% | +35.7% | +35.2% | +51.2% |
| 5Y | +192.5% | +75.2% | +117.3% | +130.4% |
| All | +192.5% | +73.4% | +119.1% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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