+879.8%
SLB vs LH
+1,382.1%
-502.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | +15.8% | +4.3% | +11.5% | +14.9% |
| 3M | -0.3% | +25.5% | -25.9% | -4.5% |
| 6M | +21.3% | +17.0% | +4.4% | +17.7% |
| YTD | +52.3% | +31.3% | +21.0% | +44.7% |
| 1Y | +63.6% | +20.0% | +43.6% | +57.7% |
| 3Y | +3.8% | +63.9% | -60.1% | -5.7% |
| 5Y | +128.6% | +30.9% | +97.8% | +114.1% |
| 10Y | -3.1% | +191.4% | -194.4% | -21.3% |
| All | +879.8% | +1,382.1% | -502.3% | +470.3% |
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