-6.0%
ADP vs LH
+11.8%
-17.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.1% |
| 7D | -5.7% | -7.4% | +1.7% | -3.6% |
| 30D | -1.4% | -4.6% | +3.2% | 0.0% |
| 3M | +16.6% | +14.5% | +2.0% | +11.4% |
| 6M | +24.9% | +14.8% | +10.1% | +19.3% |
| YTD | +5.6% | +23.3% | -17.7% | -2.3% |
| 1Y | -6.0% | +13.6% | -19.6% | -12.0% |
| All | -6.0% | +11.8% | -17.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling