+21.3%
ADM vs LII
-26.0%
+47.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.1% |
| 7D | -8.3% | +7.9% | -16.2% | -8.8% |
| 30D | -14.1% | -0.6% | -13.5% | -14.1% |
| 3M | -10.7% | -19.3% | +8.6% | -9.1% |
| 6M | -5.9% | -29.8% | +23.9% | -3.1% |
| YTD | +25.8% | -25.4% | +51.2% | +26.9% |
| 1Y | +21.3% | -26.2% | +47.5% | +22.8% |
| All | +21.3% | -26.0% | +47.3% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling