+48.6%
ADP vs LTH
+160.9%
-112.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | +2.8% | -4.6% | +7.4% | +3.4% |
| 3M | +20.9% | +32.8% | -11.9% | +15.5% |
| 6M | +29.9% | +64.6% | -34.7% | +18.9% |
| YTD | +9.6% | +62.6% | -53.0% | +0.5% |
| 1Y | -5.3% | +49.9% | -55.2% | -12.1% |
| 3Y | +16.5% | +151.3% | -134.9% | -3.2% |
| All | +48.6% | +160.9% | -112.3% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling