+162.6%
SHEL vs LSCC
+33.9%
+128.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.8% |
| 7D | +0.8% | +7.0% | -6.2% | +0.1% |
| 30D | -3.6% | -2.3% | -1.3% | -3.7% |
| 3M | +12.0% | -12.5% | +24.6% | +12.8% |
| 6M | +19.7% | -10.6% | +30.3% | +19.1% |
| YTD | +39.6% | +52.7% | -13.0% | +29.3% |
| 1Y | +36.4% | +74.0% | -37.5% | +24.1% |
| 3Y | +70.2% | +104.8% | -34.6% | +45.4% |
| All | +162.6% | +33.9% | +128.7% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling