+62.5%
SLB vs LTH
+142.9%
-80.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -7.1% | +4.5% | -11.6% | -7.6% |
| 30D | +4.1% | +16.3% | -12.3% | +2.1% |
| 3M | -2.6% | +8.4% | -11.0% | -3.8% |
| 6M | -8.6% | +40.3% | -48.8% | -12.9% |
| YTD | +32.2% | +77.3% | -45.1% | +21.7% |
| 1Y | +40.7% | +88.0% | -47.3% | +28.4% |
| 3Y | -4.5% | +274.3% | -278.8% | -20.7% |
| All | +62.5% | +142.9% | -80.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling