+10.3%
ADM vs LH
+86.5%
-76.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +4.2% | +1.1% | +3.1% | +4.0% |
| 30D | -12.8% | +16.7% | -29.6% | -15.3% |
| 3M | -8.5% | +15.1% | -23.6% | -11.0% |
| 6M | -10.9% | +46.3% | -57.2% | -17.8% |
| YTD | +29.4% | +48.8% | -19.3% | +18.6% |
| 1Y | +27.5% | +39.7% | -12.2% | +18.5% |
| 3Y | +10.3% | +87.0% | -76.7% | -4.8% |
| All | +10.3% | +86.5% | -76.1% | -4.8% |
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