+11,384.3%
ADP vs LH
+1,587.6%
+9,796.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.7% |
| 30D | +11.9% | +18.0% | -6.1% | +9.0% |
| 3M | +13.7% | +15.7% | -2.0% | +11.1% |
| 6M | +46.8% | +46.6% | +0.1% | +38.4% |
| YTD | +21.8% | +49.5% | -27.7% | +14.3% |
| 1Y | +23.5% | +40.2% | -16.7% | +17.1% |
| 3Y | +44.1% | +87.6% | -43.5% | +30.3% |
| 5Y | +49.9% | +59.3% | -9.4% | +38.2% |
| 10Y | +318.8% | +266.1% | +52.7% | +244.7% |
| All | +11,384.3% | +1,587.6% | +9,796.6% | +7,391.3% |
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