+6.6%
ADM vs LII
-8.7%
+15.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.5% |
| 7D | -9.0% | -0.6% | -8.4% | -9.0% |
| 30D | -14.0% | -4.6% | -9.4% | -13.7% |
| 3M | -9.2% | -21.2% | +12.1% | -7.2% |
| 6M | -9.2% | -36.4% | +27.3% | -5.3% |
| YTD | +24.2% | -28.9% | +53.1% | +27.5% |
| 1Y | +27.0% | -29.5% | +56.5% | +30.3% |
| 3Y | +6.6% | -8.6% | +15.2% | +7.4% |
| All | +6.6% | -8.7% | +15.3% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling