+2,533.2%
SHEL vs LNT
+3,150.5%
-617.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +7.2% | -0.5% | +7.7% | +7.4% |
| 3M | +12.9% | -5.5% | +18.4% | +15.2% |
| 6M | +13.7% | -3.8% | +17.5% | +15.0% |
| YTD | +33.7% | +6.8% | +26.8% | +29.5% |
| 1Y | +37.9% | +9.3% | +28.6% | +32.2% |
| 3Y | +70.2% | +47.9% | +22.3% | +42.4% |
| 5Y | +192.3% | +31.6% | +160.7% | +151.3% |
| 10Y | +207.3% | +150.1% | +57.2% | +96.4% |
| All | +2,533.2% | +3,150.5% | -617.3% | +604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling