+45.7%
ADM vs LH
+11.8%
+33.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.9% |
| 7D | +3.0% | -7.4% | +10.4% | +4.0% |
| 30D | +8.7% | -4.6% | +13.3% | +9.1% |
| 3M | +7.6% | +14.5% | -6.9% | +4.9% |
| 6M | +26.9% | +14.8% | +12.1% | +23.5% |
| YTD | +54.3% | +23.3% | +31.0% | +46.8% |
| 1Y | +45.7% | +13.6% | +32.1% | +42.6% |
| All | +45.7% | +11.8% | +33.9% | +42.6% |
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