+11,271.5%
ADP vs LH
+1,562.0%
+9,709.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +3.2% | +1.4% | +1.8% | +3.0% |
| 30D | +14.9% | +17.5% | -2.6% | +12.0% |
| 3M | +11.6% | +16.1% | -4.4% | +9.0% |
| 6M | +48.5% | +43.4% | +5.1% | +40.4% |
| YTD | +20.6% | +47.2% | -26.6% | +13.5% |
| 1Y | +23.7% | +50.1% | -26.4% | +16.0% |
| 3Y | +47.8% | +81.2% | -33.4% | +34.4% |
| 5Y | +47.7% | +63.7% | -16.0% | +35.7% |
| 10Y | +324.0% | +269.2% | +54.8% | +248.9% |
| All | +11,271.5% | +1,562.0% | +9,709.5% | +7,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling