+127.4%
ADI vs LTH
+268.4%
-141.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -12.8% | +4.5% | -17.3% | -13.9% |
| 30D | -11.3% | +16.3% | -27.7% | -14.9% |
| 3M | -3.4% | +8.4% | -11.7% | -5.7% |
| 6M | -12.0% | +40.3% | -52.3% | -20.6% |
| YTD | +35.3% | +77.3% | -42.0% | +13.3% |
| 1Y | +58.1% | +88.0% | -29.9% | +30.1% |
| 3Y | +127.4% | +274.3% | -146.9% | +59.3% |
| All | +127.4% | +268.4% | -141.1% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling