+70.0%
SHEL vs LOW
-10.3%
+80.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +3.9% | -2.6% | +6.6% | +4.1% |
| 30D | +7.0% | -11.1% | +18.1% | +7.6% |
| 3M | +12.5% | -8.5% | +21.0% | +12.9% |
| 6M | +14.8% | -20.8% | +35.6% | +17.0% |
| YTD | +34.2% | -17.2% | +51.4% | +35.5% |
| 1Y | +37.0% | -24.7% | +61.7% | +40.8% |
| All | +70.0% | -10.3% | +80.3% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling