+18.5%
ADM vs LH
+64.5%
-45.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.1% | -0.8% | +0.8% | +0.1% |
| 30D | +11.0% | +2.0% | +9.0% | +10.5% |
| 3M | +6.0% | +24.3% | -18.2% | +0.9% |
| 6M | +26.9% | +21.1% | +5.9% | +21.3% |
| YTD | +50.0% | +30.4% | +19.6% | +40.6% |
| 1Y | +39.6% | +18.4% | +21.2% | +33.7% |
| 3Y | +18.5% | +65.5% | -46.9% | +3.2% |
| All | +18.5% | +64.5% | -45.9% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling