+49.5%
ADI vs LTH
+45.9%
+3.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +2.6% | -4.0% | +6.6% | +3.5% |
| 30D | -4.6% | -1.7% | -3.0% | -4.3% |
| 3M | -9.5% | +28.0% | -37.5% | -15.6% |
| 6M | +14.8% | +54.1% | -39.2% | +1.7% |
| YTD | +35.8% | +57.1% | -21.3% | +18.8% |
| All | +49.5% | +45.9% | +3.6% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling