+54.5%
LTH vs ADVB
-96.8%
+151.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.6% | +25.7% | +2.4% |
| 7D | -1.3% | +27.8% | -29.1% | -1.9% |
| 30D | +15.7% | -50.8% | +66.4% | +17.0% |
| 3M | +5.0% | -70.5% | +75.5% | +7.4% |
| 6M | +37.7% | -46.7% | +84.4% | +32.9% |
| YTD | +75.0% | -56.7% | +131.7% | +68.1% |
| 1Y | +82.6% | -71.8% | +154.4% | +80.3% |
| All | +54.5% | -96.8% | +151.3% | +93.7% |
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