+43.3%
SHEL vs LVS
-31.5%
+74.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -1.8% |
| 7D | -3.2% | +13.4% | -16.6% | -2.3% |
| 30D | +5.5% | +12.2% | -6.7% | +6.4% |
| 3M | +14.4% | -10.7% | +25.1% | +14.0% |
| 6M | +16.2% | -19.8% | +36.0% | +15.3% |
| YTD | +42.4% | -35.8% | +78.2% | +42.7% |
| 1Y | +43.3% | -31.8% | +75.1% | +41.1% |
| All | +43.3% | -31.5% | +74.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling