+1,620.2%
ADM vs LH
+1,588.1%
+32.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | -14.7% | +18.7% | -33.4% | -17.0% |
| 3M | -10.4% | +15.3% | -25.8% | -12.5% |
| 6M | -10.9% | +45.4% | -56.3% | -16.1% |
| YTD | +26.0% | +49.5% | -23.5% | +18.1% |
| 1Y | +26.5% | +41.4% | -14.9% | +19.6% |
| 3Y | +8.2% | +87.6% | -79.4% | -2.4% |
| 5Y | +24.0% | +53.8% | -29.8% | +14.5% |
| 10Y | +128.4% | +266.2% | -137.8% | +84.8% |
| All | +1,620.2% | +1,588.1% | +32.1% | +1,004.8% |
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 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