+50.1%
LH vs ADVB
-77.7%
+127.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.9% |
| 7D | +1.4% | -13.9% | +15.3% | +1.3% |
| 30D | +17.5% | -68.1% | +85.6% | +16.6% |
| 3M | +16.1% | -73.4% | +89.4% | +15.0% |
| 6M | +43.4% | -70.8% | +114.2% | +43.4% |
| YTD | +47.2% | -66.1% | +113.3% | +49.2% |
| 1Y | +50.1% | -77.5% | +127.6% | +53.9% |
| All | +50.1% | -77.7% | +127.8% | +53.9% |
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