+43,266.4%
ADI vs LH
+1,382.1%
+41,884.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | -3.8% | +4.3% | -8.1% | -4.7% |
| 3M | -15.3% | +25.5% | -40.8% | -19.7% |
| 6M | +6.7% | +17.0% | -10.3% | +2.6% |
| YTD | +34.8% | +31.3% | +3.5% | +26.3% |
| 1Y | +49.0% | +20.0% | +29.1% | +42.3% |
| 3Y | +108.1% | +63.9% | +44.2% | +85.0% |
| 5Y | +142.4% | +30.9% | +111.6% | +125.2% |
| 10Y | +589.9% | +191.4% | +398.5% | +438.2% |
| All | +43,266.4% | +1,382.1% | +41,884.3% | +21,717.3% |
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