+192.3%
SHEL vs LPLA
+145.5%
+46.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.0% | -1.5% | +4.6% | +3.3% |
| 30D | +7.2% | -6.0% | +13.2% | +8.5% |
| 3M | +12.9% | +21.4% | -8.5% | +8.0% |
| 6M | +13.7% | +12.1% | +1.6% | +10.1% |
| YTD | +33.7% | -1.8% | +35.5% | +32.9% |
| 1Y | +37.9% | +3.2% | +34.7% | +34.9% |
| 3Y | +70.2% | +45.9% | +24.3% | +48.2% |
| 5Y | +192.3% | +144.7% | +47.7% | +101.9% |
| All | +192.3% | +145.5% | +46.8% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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