+107.0%
SLB vs LTH
+160.9%
-53.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +0.8% | -0.6% | +1.5% | +0.9% |
| 30D | +15.8% | -4.6% | +20.4% | +16.4% |
| 3M | -0.3% | +32.8% | -33.2% | -4.2% |
| 6M | +21.3% | +64.6% | -43.3% | +13.1% |
| YTD | +52.3% | +62.6% | -10.3% | +42.1% |
| 1Y | +63.6% | +49.9% | +13.7% | +54.0% |
| 3Y | +3.8% | +151.3% | -147.6% | -9.2% |
| All | +107.0% | +160.9% | -53.8% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling