+192.5%
SHEL vs LNT
+30.4%
+162.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +3.9% | -1.1% | +5.0% | +4.1% |
| 30D | +7.0% | -1.9% | +8.9% | +7.3% |
| 3M | +12.5% | -7.2% | +19.7% | +14.0% |
| 6M | +14.8% | -3.9% | +18.7% | +15.4% |
| YTD | +34.2% | +5.9% | +28.3% | +32.3% |
| 1Y | +37.0% | +8.4% | +28.6% | +34.4% |
| 3Y | +70.9% | +46.6% | +24.3% | +58.1% |
| 5Y | +192.5% | +32.4% | +160.1% | +171.6% |
| All | +192.5% | +30.4% | +162.1% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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