+55.7%
LTH vs ADVB
-97.4%
+153.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.6% |
| 7D | +7.0% | -1.2% | +8.2% | +7.0% |
| 30D | +15.4% | -61.4% | +76.8% | +17.6% |
| 3M | +7.0% | -67.8% | +74.8% | +9.2% |
| 6M | +46.9% | -66.9% | +113.7% | +44.5% |
| YTD | +76.4% | -64.9% | +141.3% | +70.4% |
| 1Y | +83.7% | -74.8% | +158.5% | +81.1% |
| All | +55.7% | -97.4% | +153.2% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling