+254.2%
SHEL vs LYB
+624.6%
-370.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | +8.4% | +2.5% | +5.9% | +7.1% |
| 3M | +13.7% | +1.4% | +12.3% | +12.6% |
| 6M | +12.7% | -3.5% | +16.2% | +12.4% |
| YTD | +35.3% | +52.0% | -16.7% | +9.0% |
| 1Y | +39.4% | +22.1% | +17.3% | +22.6% |
| 3Y | +71.5% | -22.8% | +94.2% | +80.8% |
| 5Y | +195.0% | -3.4% | +198.4% | +175.2% |
| 10Y | +211.1% | +47.4% | +163.7% | +126.7% |
| All | +254.2% | +624.6% | -370.4% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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