+63.6%
SLB vs LH
+20.0%
+43.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | +15.8% | +4.3% | +11.5% | +14.8% |
| 3M | -0.3% | +25.5% | -25.9% | -5.5% |
| 6M | +21.3% | +17.0% | +4.4% | +17.3% |
| YTD | +52.3% | +31.3% | +21.0% | +43.5% |
| 1Y | +63.6% | +20.0% | +43.6% | +55.7% |
| All | +63.6% | +20.0% | +43.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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