+1,950.8%
ADM vs LH
+1,382.1%
+568.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +3.8% | -2.5% | +6.2% | +4.1% |
| 30D | +9.8% | +4.3% | +5.4% | +9.0% |
| 3M | +2.1% | +25.5% | -23.4% | -1.4% |
| 6M | +27.5% | +17.0% | +10.5% | +24.3% |
| YTD | +50.2% | +31.3% | +18.9% | +43.8% |
| 1Y | +40.6% | +20.0% | +20.6% | +36.3% |
| 3Y | +17.2% | +63.9% | -46.6% | +8.0% |
| 5Y | +61.9% | +30.9% | +31.0% | +53.2% |
| 10Y | +159.3% | +191.4% | -32.1% | +116.7% |
| All | +1,950.8% | +1,382.1% | +568.7% | +1,245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling