+192.5%
SHEL vs LOW
+5.8%
+186.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.9% | -2.6% | +6.6% | +4.2% |
| 30D | +7.0% | -11.1% | +18.1% | +8.2% |
| 3M | +12.5% | -8.5% | +21.0% | +13.3% |
| 6M | +14.8% | -20.8% | +35.6% | +17.6% |
| YTD | +34.2% | -17.2% | +51.4% | +36.3% |
| 1Y | +37.0% | -24.7% | +61.7% | +41.3% |
| 3Y | +70.9% | -9.7% | +80.6% | +69.6% |
| 5Y | +192.5% | +6.0% | +186.5% | +167.4% |
| All | +192.5% | +5.8% | +186.8% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling