+18.4%
LH vs ADVB
+10.9%
+7.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.7% |
| 7D | -0.8% | -14.0% | +13.1% | -1.0% |
| 30D | +2.0% | +41.0% | -39.0% | +2.3% |
| 3M | +24.3% | +127.9% | -103.7% | +26.5% |
| 6M | +21.1% | +101.3% | -80.3% | +23.8% |
| YTD | +30.4% | +53.8% | -23.3% | +33.3% |
| 1Y | +18.4% | +4.4% | +14.0% | +21.4% |
| All | +18.4% | +10.9% | +7.5% | +21.4% |
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 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