+49.1%
ADP vs LH
+62.5%
-13.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +3.2% | +1.4% | +1.8% | +2.7% |
| 30D | +14.9% | +17.5% | -2.6% | +8.4% |
| 3M | +11.6% | +16.1% | -4.4% | +5.7% |
| 6M | +48.5% | +43.4% | +5.1% | +30.2% |
| YTD | +20.6% | +47.2% | -26.6% | +4.2% |
| 1Y | +23.7% | +50.1% | -26.4% | +6.0% |
| 3Y | +47.8% | +81.2% | -33.4% | +16.2% |
| All | +49.1% | +62.5% | -13.4% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling