+10,618.4%
ADBE vs LH
+1,579.7%
+9,038.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | -10.1% | +15.1% | -25.2% | -13.0% |
| 6M | +3.0% | +46.3% | -43.4% | -5.6% |
| YTD | -30.5% | +48.8% | -79.3% | -36.7% |
| 1Y | -27.1% | +39.7% | -66.8% | -32.7% |
| 3Y | -58.8% | +87.0% | -145.9% | -64.6% |
| 5Y | -63.0% | +53.0% | -116.0% | -66.9% |
| 10Y | +134.5% | +264.3% | -129.9% | +73.3% |
| All | +10,618.4% | +1,579.7% | +9,038.7% | +5,487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling