+62.5%
SLB vs LH
+62.5%
0.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -7.1% | +1.4% | -8.5% | -7.4% |
| 30D | +4.1% | +17.5% | -13.4% | -0.3% |
| 3M | -2.6% | +16.1% | -18.7% | -6.5% |
| 6M | -8.6% | +43.4% | -51.9% | -17.3% |
| YTD | +32.2% | +47.2% | -15.0% | +18.7% |
| 1Y | +40.7% | +50.1% | -9.5% | +25.7% |
| 3Y | -4.5% | +81.2% | -85.7% | -19.1% |
| All | +62.5% | +62.5% | 0.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling