+210.0%
SHEL vs LVS
0.0%
+210.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.1% | -3.5% | +7.6% | +5.2% |
| 30D | +8.4% | -6.2% | +14.6% | +10.3% |
| 3M | +13.7% | -14.8% | +28.5% | +18.9% |
| 6M | +12.7% | -20.9% | +33.6% | +19.7% |
| YTD | +35.3% | -33.0% | +68.4% | +50.3% |
| 1Y | +39.4% | -20.0% | +59.4% | +45.1% |
| 3Y | +71.5% | -6.9% | +78.4% | +63.8% |
| 5Y | +195.0% | +9.1% | +185.9% | +145.4% |
| All | +210.0% | 0.0% | +210.0% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling