+62.6%
ADM vs LH
+31.3%
+31.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| 3M | +6.0% | +24.3% | -18.2% | +0.1% |
| 6M | +26.9% | +21.1% | +5.9% | +20.4% |
| YTD | +50.0% | +30.4% | +19.6% | +39.3% |
| 1Y | +39.6% | +18.4% | +21.2% | +32.8% |
| 3Y | +18.5% | +65.5% | -46.9% | +1.7% |
| 5Y | +62.6% | +29.9% | +32.7% | +45.6% |
| All | +62.6% | +31.3% | +31.3% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling