+393.3%
SHEL vs LVS
+65.2%
+328.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +3.0% | -2.7% | +5.7% | +3.5% |
| 30D | +7.2% | -4.7% | +11.9% | +8.1% |
| 3M | +12.9% | -15.6% | +28.5% | +16.1% |
| 6M | +13.7% | -18.6% | +32.3% | +17.3% |
| YTD | +33.7% | -32.3% | +65.9% | +41.9% |
| 1Y | +37.9% | -18.0% | +55.9% | +40.8% |
| 3Y | +70.2% | -5.8% | +76.1% | +66.9% |
| 5Y | +192.3% | +5.7% | +186.6% | +171.6% |
| 10Y | +207.3% | 0.0% | +207.3% | +185.9% |
| All | +393.3% | +65.2% | +328.1% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling