+37.9%
SHEL vs LSCC
+75.5%
-37.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.5% |
| 7D | +1.9% | +5.2% | -3.3% | +1.8% |
| 30D | +8.7% | -9.6% | +18.3% | +9.0% |
| 3M | +11.0% | -17.8% | +28.8% | +11.5% |
| 6M | +14.6% | +37.4% | -22.9% | +10.9% |
| YTD | +33.3% | +59.7% | -26.4% | +27.8% |
| 1Y | +37.9% | +76.2% | -38.4% | +32.3% |
| All | +37.9% | +75.5% | -37.6% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling