+1,908.9%
ADM vs LEN
+10,533.4%
-8,624.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +3.8% | -3.2% | +7.0% | +4.3% |
| 30D | +9.8% | -4.9% | +14.6% | +10.5% |
| 3M | +2.1% | -8.5% | +10.6% | +3.1% |
| 6M | +27.5% | -20.7% | +48.2% | +31.3% |
| YTD | +50.2% | -17.4% | +67.6% | +53.4% |
| 1Y | +40.6% | -38.2% | +78.8% | +50.0% |
| 3Y | +17.2% | -24.9% | +42.1% | +19.4% |
| 5Y | +61.9% | -11.4% | +73.3% | +57.4% |
| 10Y | +159.3% | +110.0% | +49.2% | +109.8% |
| All | +1,908.9% | +10,533.4% | -8,624.5% | +763.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling