+136.5%
ADI vs LTH
+156.3%
-19.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.7% |
| 7D | +2.4% | +1.5% | +0.9% | +2.0% |
| 30D | -6.6% | -3.1% | -3.5% | -5.9% |
| 3M | -9.8% | +28.1% | -37.9% | -15.9% |
| 6M | +15.7% | +67.4% | -51.7% | 0.0% |
| YTD | +35.1% | +59.8% | -24.7% | +17.9% |
| 1Y | +47.7% | +45.6% | +2.1% | +31.8% |
| 3Y | +114.5% | +162.0% | -47.5% | +60.8% |
| All | +136.5% | +156.3% | -19.8% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling