+750.5%
SLB vs LH
+1,562.0%
-811.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -7.1% | +1.4% | -8.5% | -7.4% |
| 30D | +4.1% | +17.5% | -13.4% | +1.0% |
| 3M | -2.6% | +16.1% | -18.7% | -5.4% |
| 6M | -8.6% | +43.4% | -51.9% | -14.6% |
| YTD | +32.2% | +47.2% | -15.0% | +22.8% |
| 1Y | +40.7% | +50.1% | -9.5% | +30.2% |
| 3Y | -4.5% | +81.2% | -85.7% | -14.9% |
| 5Y | +66.4% | +63.7% | +2.6% | +49.5% |
| 10Y | -15.1% | +269.2% | -284.3% | -33.8% |
| All | +750.5% | +1,562.0% | -811.5% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling