+39.4%
SHEL vs LVS
-19.9%
+59.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.9% |
| 7D | +4.1% | -3.5% | +7.6% | +4.0% |
| 30D | +8.4% | -6.2% | +14.6% | +8.2% |
| 3M | +13.7% | -14.8% | +28.5% | +13.3% |
| 6M | +12.7% | -20.9% | +33.6% | +12.2% |
| YTD | +35.3% | -33.0% | +68.4% | +35.1% |
| 1Y | +39.4% | -20.0% | +59.4% | +37.7% |
| All | +39.4% | -19.9% | +59.3% | +37.7% |
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