+58.6%
LTH vs ADVB
-97.6%
+156.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.5% | +10.3% | +0.9% |
| 7D | +5.3% | -28.0% | +33.3% | +5.9% |
| 30D | +18.3% | -70.2% | +88.5% | +21.1% |
| 3M | +5.4% | -76.1% | +81.5% | +8.3% |
| 6M | +62.5% | -72.3% | +134.8% | +60.9% |
| YTD | +79.6% | -67.5% | +147.1% | +73.8% |
| 1Y | +88.1% | -78.6% | +166.7% | +86.9% |
| All | +58.6% | -97.6% | +156.2% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling