+210.0%
SHEL vs LYV
+564.6%
-354.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.1% | -1.9% | +6.0% | +4.7% |
| 30D | +8.4% | -8.2% | +16.6% | +11.1% |
| 3M | +13.7% | -1.3% | +15.0% | +13.7% |
| 6M | +12.7% | +2.6% | +10.1% | +10.7% |
| YTD | +35.3% | +19.4% | +15.9% | +26.4% |
| 1Y | +39.4% | -2.2% | +41.6% | +37.9% |
| 3Y | +71.5% | +106.0% | -34.6% | +29.1% |
| 5Y | +195.0% | +97.7% | +97.3% | +109.1% |
| All | +210.0% | +564.6% | -354.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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