+319.9%
ADP vs LH
+261.9%
+58.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +1.7% |
| 30D | +10.6% | +16.7% | -6.2% | +2.9% |
| 3M | +12.9% | +15.1% | -2.2% | +5.6% |
| 6M | +50.6% | +46.3% | +4.3% | +26.3% |
| YTD | +23.2% | +48.8% | -25.6% | +1.9% |
| 1Y | +25.3% | +39.7% | -14.4% | +6.6% |
| 3Y | +47.1% | +87.0% | -39.9% | +7.1% |
| 5Y | +50.1% | +53.0% | -3.0% | +18.0% |
| All | +319.9% | +261.9% | +58.0% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling