+38.8%
SLB vs LTH
+90.2%
-51.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | +4.5% | +17.7% | -13.2% | +3.0% |
| 3M | -4.6% | +8.5% | -13.0% | -5.1% |
| 6M | -6.3% | +46.9% | -53.2% | -11.9% |
| YTD | +35.0% | +78.8% | -43.8% | +19.3% |
| 1Y | +38.8% | +84.9% | -46.1% | +22.1% |
| All | +38.8% | +90.2% | -51.3% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling