+128.2%
ADM vs LEN
+142.4%
-14.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.1% | -6.4% | +6.5% | +1.2% |
| 30D | -11.8% | +15.6% | -27.5% | -14.2% |
| 3M | -11.3% | -0.8% | -10.5% | -11.6% |
| 6M | -10.0% | +0.4% | -10.4% | -11.0% |
| YTD | +25.9% | -14.1% | +40.0% | +27.7% |
| 1Y | +26.7% | -29.6% | +56.3% | +33.3% |
| 3Y | +8.1% | -23.1% | +31.3% | +9.4% |
| 5Y | +23.5% | -8.9% | +32.4% | +17.7% |
| 10Y | +128.2% | +146.2% | -18.0% | +65.1% |
| All | +128.2% | +142.4% | -14.1% | +65.1% |
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