+158.1%
ADM vs LII
+171.3%
-13.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | +9.8% | -12.6% | +22.4% | +13.0% |
| 3M | +2.1% | -24.4% | +26.6% | +7.8% |
| 6M | +27.5% | -28.7% | +56.2% | +35.8% |
| YTD | +50.2% | -19.1% | +69.4% | +54.6% |
| 1Y | +40.6% | -29.7% | +70.3% | +49.4% |
| 3Y | +17.2% | +4.8% | +12.5% | +7.3% |
| 5Y | +61.9% | +24.6% | +37.3% | +38.0% |
| All | +158.1% | +171.3% | -13.2% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling