+21.3%
ADM vs LH
+44.2%
-23.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | 0.0% |
| 7D | -8.3% | +2.1% | -10.4% | -8.4% |
| 30D | -14.1% | +19.2% | -33.3% | -15.5% |
| 3M | -10.7% | +18.0% | -28.7% | -12.4% |
| 6M | -5.9% | +46.1% | -52.0% | -11.3% |
| YTD | +25.8% | +47.7% | -21.9% | +15.5% |
| 1Y | +21.3% | +47.2% | -26.0% | +12.2% |
| All | +21.3% | +44.2% | -23.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling