-61.5%
ADBE vs LH
+28.2%
-89.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -8.9% | -3.2% | -5.7% | -7.6% |
| 30D | -6.6% | +0.1% | -6.8% | -6.7% |
| 3M | +7.1% | +18.6% | -11.5% | -0.3% |
| 6M | -9.8% | +17.9% | -27.7% | -16.0% |
| YTD | -27.2% | +28.9% | -56.1% | -35.2% |
| 1Y | -28.0% | +16.6% | -44.6% | -33.3% |
| 3Y | -54.5% | +63.6% | -118.1% | -65.3% |
| 5Y | -61.5% | +30.0% | -91.5% | -66.1% |
| All | -61.5% | +28.2% | -89.7% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling