-58.8%
ADBE vs LTH
+174.8%
-233.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.4% |
| 7D | -3.2% | -4.6% | +1.4% | -2.1% |
| 30D | +1.0% | +14.8% | -13.9% | -2.6% |
| 3M | -7.8% | +3.9% | -11.7% | -9.0% |
| 6M | -1.0% | +35.5% | -36.4% | -8.8% |
| YTD | -31.8% | +71.3% | -103.2% | -41.7% |
| 1Y | -29.2% | +75.7% | -104.9% | -39.9% |
| 3Y | -60.1% | +231.9% | -292.0% | -72.7% |
| 5Y | -63.7% | +130.5% | -194.2% | -75.6% |
| All | -58.8% | +174.8% | -233.6% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling