+11,651.6%
ADBE vs LH
+1,382.1%
+10,269.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.4% |
| 7D | -8.6% | -2.5% | -6.1% | -8.1% |
| 30D | +2.8% | +4.3% | -1.6% | +1.8% |
| 3M | +3.1% | +25.5% | -22.4% | -2.0% |
| 6M | -2.4% | +17.0% | -19.4% | -5.9% |
| YTD | -23.9% | +31.3% | -55.1% | -28.6% |
| 1Y | -22.6% | +20.0% | -42.6% | -26.1% |
| 3Y | -52.7% | +63.9% | -116.5% | -58.1% |
| 5Y | -60.0% | +30.9% | -90.9% | -62.9% |
| 10Y | +157.3% | +191.4% | -34.1% | +99.3% |
| All | +11,651.6% | +1,382.1% | +10,269.5% | +6,207.2% |
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