+81.4%
SLB vs LTH
+183.0%
-101.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.7% | +7.0% | -10.7% | -4.5% |
| 30D | +2.9% | +15.4% | -12.5% | +1.1% |
| 3M | +0.2% | +7.0% | -6.8% | -0.8% |
| 6M | -4.4% | +46.9% | -51.3% | -9.4% |
| YTD | +33.4% | +76.4% | -43.0% | +23.1% |
| 1Y | +40.8% | +83.7% | -43.0% | +29.2% |
| 3Y | +3.2% | +248.9% | -245.7% | -13.0% |
| 5Y | +64.8% | +141.8% | -77.0% | +41.4% |
| All | +81.4% | +183.0% | -101.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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