+282.9%
ADP vs LH
+189.0%
+93.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -5.5% | -0.8% | -4.6% | -5.1% |
| 30D | -1.2% | +2.0% | -3.2% | -2.1% |
| 3M | +17.9% | +24.3% | -6.4% | +6.9% |
| 6M | +20.3% | +21.1% | -0.7% | +10.2% |
| YTD | +5.8% | +30.4% | -24.6% | -6.6% |
| 1Y | -7.7% | +18.4% | -26.1% | -15.2% |
| 3Y | +14.7% | +65.5% | -50.7% | -11.3% |
| 5Y | +45.8% | +29.9% | +15.9% | +24.0% |
| All | +282.9% | +189.0% | +93.9% | +108.1% |
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 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