+10,240.8%
ADP vs LH
+1,382.1%
+8,858.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -3.4% | -2.5% | -1.0% | -3.1% |
| 30D | +2.8% | +4.3% | -1.6% | +2.1% |
| 3M | +20.9% | +25.5% | -4.6% | +16.9% |
| 6M | +29.9% | +17.0% | +12.9% | +26.8% |
| YTD | +9.6% | +31.3% | -21.6% | +5.1% |
| 1Y | -5.3% | +20.0% | -25.2% | -8.0% |
| 3Y | +16.5% | +63.9% | -47.4% | +7.6% |
| 5Y | +49.4% | +30.9% | +18.5% | +42.0% |
| 10Y | +282.2% | +191.4% | +90.8% | +224.5% |
| All | +10,240.8% | +1,382.1% | +8,858.7% | +6,787.8% |
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