+48.7%
ADP vs LTH
+137.1%
-88.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | +2.2% | -1.3% | +3.4% | +2.4% |
| 30D | +10.6% | +15.7% | -5.1% | +8.0% |
| 3M | +12.9% | +5.0% | +7.9% | +11.9% |
| 6M | +50.6% | +37.7% | +13.0% | +42.6% |
| YTD | +23.2% | +75.0% | -51.8% | +11.2% |
| 1Y | +25.3% | +82.6% | -57.4% | +12.2% |
| 3Y | +47.1% | +241.3% | -194.2% | +15.8% |
| All | +48.7% | +137.1% | -88.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling