+143.0%
SHEL vs LTH
+160.9%
-17.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | -0.6% | +2.9% | +2.3% |
| 30D | +6.8% | -4.6% | +11.4% | +7.2% |
| 3M | +8.1% | +32.8% | -24.7% | +5.6% |
| 6M | +14.4% | +64.6% | -50.2% | +9.4% |
| YTD | +30.0% | +62.6% | -32.7% | +24.3% |
| 1Y | +33.3% | +49.9% | -16.6% | +28.3% |
| 3Y | +66.4% | +151.3% | -84.9% | +50.7% |
| All | +143.0% | +160.9% | -17.9% | +110.2% |
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