+2,460.3%
SHEL vs LSCC
+10,808.2%
-8,348.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +6.8% | -9.7% | +16.5% | +8.0% |
| 3M | +8.1% | -23.7% | +31.8% | +10.7% |
| 6M | +14.4% | +26.5% | -12.1% | +9.6% |
| YTD | +30.0% | +57.5% | -27.5% | +20.9% |
| 1Y | +33.3% | +75.7% | -42.4% | +21.9% |
| 3Y | +66.4% | +19.5% | +47.0% | +54.0% |
| 5Y | +178.6% | +83.8% | +94.8% | +137.9% |
| 10Y | +198.4% | +1,772.4% | -1,574.0% | +88.0% |
| All | +2,460.3% | +10,808.2% | -8,348.0% | +1,118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling