+176.6%
ADM vs LEN
+103.7%
+72.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +1.4% | -3.4% | +4.7% | +2.0% |
| 30D | +8.2% | -5.7% | +13.9% | +9.2% |
| 3M | +8.7% | -12.2% | +20.9% | +10.7% |
| 6M | +29.1% | -18.3% | +47.4% | +32.8% |
| YTD | +53.7% | -20.2% | +73.8% | +58.5% |
| 1Y | +43.2% | -40.1% | +83.3% | +55.7% |
| 3Y | +21.4% | -26.2% | +47.6% | +23.9% |
| 5Y | +67.1% | -9.8% | +76.9% | +59.3% |
| 10Y | +176.6% | +109.1% | +67.4% | +106.1% |
| All | +176.6% | +103.7% | +72.8% | +106.1% |
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