+126.6%
ADM vs LII
+169.1%
-42.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | +4.2% | +2.9% | +1.2% | +3.5% |
| 30D | -12.8% | +0.9% | -13.8% | -13.2% |
| 3M | -8.5% | -15.5% | +7.1% | -5.3% |
| 6M | -10.9% | -30.2% | +19.3% | -4.7% |
| YTD | +29.4% | -26.8% | +56.3% | +35.8% |
| 1Y | +27.5% | -25.3% | +52.8% | +33.0% |
| 3Y | +10.3% | -7.8% | +18.1% | +4.1% |
| 5Y | +27.4% | +17.0% | +10.4% | +9.3% |
| All | +126.6% | +169.1% | -42.5% | +53.2% |
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