+65.5%
SHEL vs LTH
+163.8%
-98.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.7% |
| 7D | +2.2% | -0.6% | +2.9% | +2.3% |
| 30D | +6.8% | -4.6% | +11.4% | +7.0% |
| 3M | +8.1% | +32.8% | -24.7% | +6.6% |
| 6M | +14.4% | +64.6% | -50.2% | +11.4% |
| YTD | +30.0% | +62.6% | -32.7% | +26.5% |
| 1Y | +33.3% | +49.9% | -16.6% | +30.4% |
| All | +65.5% | +163.8% | -98.2% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling