+176.6%
ADM vs LH
+185.6%
-9.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | +1.4% | -3.2% | +4.6% | +2.5% |
| 30D | +8.2% | +0.1% | +8.1% | +8.0% |
| 3M | +8.7% | +18.6% | -9.9% | +2.2% |
| 6M | +29.1% | +17.9% | +11.2% | +21.3% |
| YTD | +53.7% | +28.9% | +24.7% | +39.8% |
| 1Y | +43.2% | +16.6% | +26.6% | +34.6% |
| 3Y | +21.4% | +63.6% | -42.1% | -0.5% |
| 5Y | +67.1% | +30.0% | +37.1% | +46.5% |
| 10Y | +176.6% | +191.9% | -15.3% | +71.1% |
| All | +176.6% | +185.6% | -9.0% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling