-25.9%
ADBE vs LH
+44.2%
-70.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | +0.1% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | +4.1% | +19.2% | -15.1% | 0.0% |
| 3M | -3.5% | +18.0% | -21.5% | -6.7% |
| 6M | -2.2% | +46.1% | -48.2% | -7.3% |
| YTD | -29.0% | +47.7% | -76.7% | -33.3% |
| 1Y | -25.9% | +47.2% | -73.1% | -31.1% |
| All | -25.9% | +44.2% | -70.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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