1\begin{tabular}{lrrrrrrr}2\toprule3Score & Variant & Mean L/S (\%/mo) & FF5+MOM $\alpha$ (\%/mo) & $t$ (HAC) & Sharpe (ann.) & Turnover & Months \\4\midrule5LB2 & gross & -0.51 & -0.49 & -1.64 & -0.36 & 0.59 & 129 \\6LB2 & net20bps & -0.53 & -0.51 & -1.73 & -0.38 & 0.59 & 129 \\7\addlinespace[2pt]\midrule8LB5 & gross & -0.65 & -0.59 & -1.85 & -0.44 & 0.60 & 129 \\9LB5 & net20bps & -0.68 & -0.62 & -1.93 & -0.46 & 0.60 & 129 \\10\bottomrule11\end{tabular}12