+204.1%
SHEL vs LSCC
+1,398.6%
-1,194.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.7% | -1.4% |
| 7D | -5.8% | +19.3% | -25.1% | -8.3% |
| 30D | -1.3% | -9.6% | +8.3% | -0.4% |
| 3M | +12.7% | -12.4% | +25.1% | +13.8% |
| 6M | +19.9% | -10.5% | +30.3% | +19.1% |
| YTD | +38.3% | +54.8% | -16.5% | +24.4% |
| 1Y | +35.7% | +79.4% | -43.7% | +18.9% |
| 3Y | +71.7% | +109.6% | -37.9% | +38.8% |
| 5Y | +158.4% | +40.4% | +118.1% | +114.0% |
| 10Y | +204.1% | +1,379.1% | -1,175.0% | +57.3% |
| All | +204.1% | +1,398.6% | -1,194.5% | +57.3% |
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