+192.5%
SHEL vs LVS
+3.5%
+189.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +3.9% | -4.3% | +8.2% | +4.6% |
| 30D | +7.0% | -6.8% | +13.8% | +8.1% |
| 3M | +12.5% | -15.6% | +28.1% | +15.3% |
| 6M | +14.8% | -20.6% | +35.4% | +18.4% |
| YTD | +34.2% | -33.4% | +67.6% | +42.1% |
| 1Y | +37.0% | -20.1% | +57.1% | +40.0% |
| 3Y | +70.9% | -7.4% | +78.3% | +66.0% |
| 5Y | +192.5% | +8.5% | +184.0% | +169.0% |
| All | +192.5% | +3.5% | +189.0% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling