+43.3%
SHEL vs LTH
+84.0%
-40.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.6% | -1.8% |
| 7D | -3.2% | +9.9% | -13.0% | -2.6% |
| 30D | +5.5% | +18.3% | -12.8% | +6.7% |
| 3M | +14.4% | +5.9% | +8.4% | +14.8% |
| 6M | +16.2% | +80.3% | -64.2% | +19.7% |
| YTD | +42.4% | +78.3% | -35.9% | +46.3% |
| 1Y | +43.3% | +81.0% | -37.7% | +47.4% |
| All | +43.3% | +84.0% | -40.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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