+279.0%
ADP vs LH
+185.6%
+93.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | -5.7% | -3.2% | -2.5% | -4.3% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +15.6% | +18.6% | -3.0% | +7.1% |
| 6M | +20.8% | +17.9% | +2.9% | +12.0% |
| YTD | +4.7% | +28.9% | -24.2% | -7.1% |
| 1Y | -8.3% | +16.6% | -24.9% | -15.1% |
| 3Y | +13.6% | +63.6% | -50.0% | -11.7% |
| 5Y | +45.0% | +30.0% | +15.0% | +23.3% |
| 10Y | +279.0% | +191.9% | +87.1% | +107.1% |
| All | +279.0% | +185.6% | +93.4% | +107.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling