+157.6%
SHEL vs LTH
+174.8%
-17.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.0% |
| 7D | -1.6% | -4.6% | +3.1% | -1.2% |
| 30D | -4.3% | +14.8% | -19.1% | -5.3% |
| 3M | +10.4% | +3.9% | +6.5% | +10.0% |
| 6M | +17.5% | +35.5% | -17.9% | +14.5% |
| YTD | +37.8% | +71.3% | -33.5% | +31.2% |
| 1Y | +33.8% | +75.7% | -41.9% | +27.0% |
| 3Y | +69.1% | +231.9% | -162.8% | +49.4% |
| 5Y | +165.7% | +130.5% | +35.2% | +134.8% |
| All | +157.6% | +174.8% | -17.2% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling