+37.9%
SHEL vs LTH
+43.6%
-5.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.2% |
| 7D | +3.0% | -4.0% | +7.0% | +2.8% |
| 30D | +7.2% | -1.7% | +8.9% | +7.1% |
| 3M | +12.9% | +28.0% | -15.1% | +13.9% |
| 6M | +13.7% | +54.1% | -40.4% | +15.4% |
| YTD | +33.7% | +57.1% | -23.4% | +35.5% |
| 1Y | +37.9% | +45.8% | -7.9% | +39.8% |
| All | +37.9% | +43.6% | -5.7% | +39.8% |
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