+43.4%
ADP vs LTH
+156.3%
-112.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.2% |
| 7D | -5.5% | +1.5% | -7.0% | -5.7% |
| 30D | -1.2% | -3.1% | +1.8% | -0.8% |
| 3M | +17.9% | +28.1% | -10.3% | +13.3% |
| 6M | +20.3% | +67.4% | -47.1% | +9.8% |
| YTD | +5.8% | +59.8% | -54.0% | -2.8% |
| 1Y | -7.7% | +45.6% | -53.3% | -14.0% |
| 3Y | +14.7% | +162.0% | -147.3% | -5.3% |
| All | +43.4% | +156.3% | -112.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling