+48.6%
LH vs ADVB
-97.4%
+146.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.4% |
| 7D | +4.6% | -1.2% | +5.8% | +4.6% |
| 30D | +19.1% | -61.4% | +80.5% | +18.8% |
| 3M | +16.7% | -67.8% | +84.6% | +16.3% |
| 6M | +47.0% | -66.9% | +113.9% | +47.1% |
| YTD | +49.3% | -64.9% | +114.2% | +49.8% |
| 1Y | +48.6% | -74.8% | +123.4% | +49.5% |
| All | +48.6% | -97.4% | +146.1% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling