+126.6%
ADM vs LEN
+136.9%
-10.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.2% | -5.8% | +10.0% | +5.2% |
| 30D | -12.8% | +13.7% | -26.5% | -14.9% |
| 3M | -8.5% | -3.9% | -4.6% | -8.2% |
| 6M | -10.9% | -0.4% | -10.5% | -11.8% |
| YTD | +29.4% | -16.8% | +46.3% | +32.0% |
| 1Y | +27.5% | -29.5% | +57.0% | +34.0% |
| 3Y | +10.3% | -25.6% | +35.9% | +12.2% |
| 5Y | +27.4% | -13.2% | +40.6% | +22.5% |
| All | +126.6% | +136.9% | -10.3% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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