+197.0%
SHEL vs LSCC
+1,791.9%
-1,595.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.3% |
| 7D | +1.9% | +5.2% | -3.3% | +1.2% |
| 30D | +8.7% | -9.6% | +18.3% | +10.1% |
| 3M | +11.0% | -17.8% | +28.8% | +13.1% |
| 6M | +14.6% | +37.4% | -22.9% | +6.7% |
| YTD | +33.3% | +59.7% | -26.4% | +20.6% |
| 1Y | +37.9% | +76.2% | -38.4% | +22.0% |
| 3Y | +69.7% | +28.2% | +41.6% | +51.3% |
| 5Y | +190.2% | +87.2% | +102.9% | +128.6% |
| 10Y | +197.0% | +1,795.0% | -1,598.0% | +55.0% |
| All | +197.0% | +1,791.9% | -1,595.0% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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