+135.1%
ADI vs LH
+28.2%
+106.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +2.6% | -3.2% | +5.8% | +4.0% |
| 30D | -4.6% | +0.1% | -4.8% | -4.8% |
| 3M | -9.5% | +18.6% | -28.1% | -16.5% |
| 6M | +14.8% | +17.9% | -3.1% | +6.0% |
| YTD | +35.8% | +28.9% | +6.9% | +19.9% |
| 1Y | +48.9% | +16.6% | +32.3% | +37.6% |
| 3Y | +115.6% | +63.6% | +52.0% | +67.8% |
| 5Y | +135.1% | +30.0% | +105.1% | +95.5% |
| All | +135.1% | +28.2% | +106.9% | +95.5% |
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