+235.0%
SHEL vs LPLA
+1,049.8%
-814.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | -3.6% | -9.5% | +5.9% | -1.3% |
| 3M | +12.0% | -21.9% | +33.9% | +19.7% |
| 6M | +19.7% | -2.6% | +22.3% | +18.5% |
| YTD | +39.6% | -17.8% | +57.4% | +44.2% |
| 1Y | +36.4% | -21.2% | +57.6% | +42.7% |
| 3Y | +70.2% | +30.6% | +39.6% | +43.2% |
| 5Y | +169.2% | +81.3% | +87.9% | +92.5% |
| 10Y | +217.1% | +773.9% | -556.9% | +35.2% |
| All | +235.0% | +1,049.8% | -814.7% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling