-54.9%
ADBE vs LH
+63.5%
-118.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | -8.9% | -3.2% | -5.7% | -8.1% |
| 30D | -6.6% | +0.1% | -6.8% | -6.6% |
| 3M | +7.1% | +18.6% | -11.5% | +2.7% |
| 6M | -9.8% | +17.9% | -27.7% | -13.4% |
| YTD | -27.2% | +28.9% | -56.1% | -32.0% |
| 1Y | -28.0% | +16.6% | -44.6% | -31.1% |
| All | -54.9% | +63.5% | -118.4% | -59.8% |
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