+210.0%
SHEL vs LOW
+233.5%
-23.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.1% | -3.7% | +7.8% | +5.3% |
| 30D | +8.4% | -8.9% | +17.2% | +11.5% |
| 3M | +13.7% | -10.4% | +24.1% | +17.0% |
| 6M | +12.7% | -19.4% | +32.1% | +19.3% |
| YTD | +35.3% | -17.1% | +52.4% | +41.3% |
| 1Y | +39.4% | -26.3% | +65.6% | +51.3% |
| 3Y | +71.5% | -9.9% | +81.3% | +69.6% |
| 5Y | +195.0% | +6.1% | +188.9% | +163.4% |
| All | +210.0% | +233.5% | -23.5% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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