+62.6%
ADM vs LEN
-12.1%
+74.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.2% |
| 30D | +11.0% | -8.9% | +19.9% | +12.0% |
| 3M | +6.0% | -10.9% | +16.9% | +7.0% |
| 6M | +26.9% | -19.7% | +46.6% | +29.5% |
| YTD | +50.0% | -20.6% | +70.6% | +53.1% |
| 1Y | +39.6% | -42.4% | +82.0% | +48.1% |
| 3Y | +18.5% | -26.5% | +45.1% | +20.6% |
| 5Y | +62.6% | -10.9% | +73.5% | +56.3% |
| All | +62.6% | -12.1% | +74.7% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling