+210.0%
SHEL vs LNG
+562.2%
-352.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | -4.7% | +8.8% | +6.3% |
| 30D | +8.4% | +3.8% | +4.6% | +6.2% |
| 3M | +13.7% | +16.2% | -2.5% | +5.4% |
| 6M | +12.7% | +11.7% | +1.0% | +5.7% |
| YTD | +35.3% | +44.2% | -8.9% | +12.1% |
| 1Y | +39.4% | +18.6% | +20.8% | +26.6% |
| 3Y | +71.5% | +77.4% | -6.0% | +24.3% |
| 5Y | +195.0% | +232.3% | -37.3% | +48.4% |
| All | +210.0% | +562.2% | -352.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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