+79.6%
SLB vs LTH
+186.2%
-106.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -4.3% | +6.4% | -10.7% | -5.0% |
| 30D | +1.9% | +16.7% | -14.8% | 0.0% |
| 3M | -5.7% | +11.7% | -17.4% | -7.1% |
| 6M | -5.3% | +48.5% | -53.9% | -10.4% |
| YTD | +32.2% | +78.4% | -46.3% | +21.8% |
| 1Y | +38.5% | +89.7% | -51.2% | +26.6% |
| 3Y | +1.1% | +245.6% | -244.5% | -14.6% |
| 5Y | +70.3% | +142.7% | -72.4% | +45.8% |
| All | +79.6% | +186.2% | -106.5% | +55.9% |
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