+163.3%
SHEL vs LTH
+143.1%
+20.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | -3.7% | +17.7% | -21.4% | -4.8% |
| 3M | +9.1% | +8.5% | +0.6% | +8.4% |
| 6M | +16.7% | +46.9% | -30.2% | +13.1% |
| YTD | +36.8% | +78.8% | -42.0% | +30.0% |
| 1Y | +31.8% | +84.9% | -53.1% | +24.8% |
| 3Y | +67.9% | +246.4% | -178.5% | +48.2% |
| 5Y | +163.3% | +129.6% | +33.8% | +133.9% |
| All | +163.3% | +143.1% | +20.3% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling