+150.9%
SHEL vs LTH
+150.3%
+0.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +3.9% | -3.7% | +7.7% | +4.2% |
| 30D | +7.0% | -5.3% | +12.3% | +7.4% |
| 3M | +12.5% | +24.2% | -11.7% | +10.4% |
| 6M | +14.8% | +54.8% | -40.1% | +10.3% |
| YTD | +34.2% | +56.1% | -21.9% | +28.7% |
| 1Y | +37.0% | +45.5% | -8.5% | +32.1% |
| 3Y | +70.9% | +155.9% | -85.0% | +54.2% |
| All | +150.9% | +150.3% | +0.5% | +117.7% |
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