-64.5%
ADBE vs LTH
+142.3%
-206.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -5.6% | +7.0% | -12.6% | -7.3% |
| 30D | -2.0% | +15.4% | -17.5% | -5.7% |
| 3M | -10.5% | +7.0% | -17.5% | -12.4% |
| 6M | -6.2% | +46.9% | -53.1% | -15.6% |
| YTD | -32.2% | +76.4% | -108.6% | -42.6% |
| 1Y | -27.4% | +83.7% | -111.2% | -39.3% |
| 3Y | -58.9% | +248.9% | -307.8% | -72.6% |
| 5Y | -64.5% | +141.8% | -206.3% | -76.1% |
| All | -64.5% | +142.3% | -206.8% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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