+84.5%
LTH vs ADVB
-75.5%
+160.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +1.1% |
| 7D | +6.4% | -4.1% | +10.5% | +6.4% |
| 30D | +16.7% | -60.3% | +77.0% | +16.9% |
| 3M | +11.7% | -73.3% | +85.0% | +11.9% |
| 6M | +48.5% | -65.9% | +114.4% | +45.7% |
| YTD | +78.4% | -63.9% | +142.3% | +73.6% |
| All | +84.5% | -75.5% | +160.0% | +84.3% |
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