+106.0%
ADM vs LII
+166.2%
-60.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -1.8% | +0.4% | -2.3% | -2.0% |
| 30D | -13.3% | -2.4% | -10.9% | -13.0% |
| 3M | -13.4% | -17.5% | +4.1% | -9.9% |
| 6M | -9.6% | -32.8% | +23.2% | -2.5% |
| YTD | +23.0% | -27.7% | +50.7% | +29.4% |
| 1Y | +27.4% | -28.1% | +55.4% | +34.1% |
| 3Y | +5.7% | -9.7% | +15.3% | +0.2% |
| 5Y | +22.1% | +19.5% | +2.6% | +3.7% |
| 10Y | +106.0% | +170.6% | -64.6% | +42.2% |
| All | +106.0% | +166.2% | -60.3% | +42.2% |
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