+120.6%
ADM vs LII
+166.1%
-45.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -14.7% | -0.6% | -14.1% | -14.8% |
| 3M | -10.4% | -17.0% | +6.6% | -6.9% |
| 6M | -10.9% | -31.1% | +20.2% | -4.5% |
| YTD | +26.0% | -27.7% | +53.7% | +32.6% |
| 1Y | +26.5% | -26.2% | +52.6% | +32.3% |
| 3Y | +8.2% | -9.6% | +17.8% | +2.6% |
| 5Y | +24.0% | +15.7% | +8.3% | +6.7% |
| All | +120.6% | +166.1% | -45.4% | +49.5% |
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