-58.8%
ADBE vs LH
+86.5%
-145.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +1.0% | +16.7% | -15.7% | -3.3% |
| 3M | -10.1% | +15.1% | -25.2% | -13.6% |
| 6M | +3.0% | +46.3% | -43.4% | -6.8% |
| YTD | -30.5% | +48.8% | -79.3% | -37.9% |
| 1Y | -27.1% | +39.7% | -66.8% | -33.6% |
| 3Y | -58.8% | +87.0% | -145.9% | -63.6% |
| All | -58.8% | +86.5% | -145.3% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling