+20.0%
LH vs ADVB
+5.8%
+14.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -2.5% | -3.8% | +1.3% | -2.5% |
| 30D | +4.3% | +17.6% | -13.2% | +4.5% |
| 3M | +25.5% | +119.1% | -93.6% | +27.8% |
| 6M | +17.0% | +103.4% | -86.4% | +19.8% |
| YTD | +31.3% | +59.8% | -28.6% | +34.2% |
| 1Y | +20.0% | +8.5% | +11.4% | +23.1% |
| All | +20.0% | +5.8% | +14.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling