+1,583.5%
SHEL vs LNG
+1,108.4%
+475.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.0% | -6.7% | +9.8% | +3.4% |
| 30D | +7.2% | +3.9% | +3.4% | +7.0% |
| 3M | +12.9% | +15.5% | -2.6% | +12.1% |
| 6M | +13.7% | +10.5% | +3.2% | +13.1% |
| YTD | +33.7% | +43.0% | -9.3% | +31.3% |
| 1Y | +37.9% | +18.9% | +19.0% | +36.6% |
| 3Y | +70.2% | +74.7% | -4.4% | +65.5% |
| 5Y | +192.3% | +231.2% | -38.9% | +176.1% |
| 10Y | +207.3% | +544.5% | -337.2% | +182.3% |
| All | +1,583.5% | +1,108.4% | +475.1% | +1,248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling