+64.2%
ADM vs LII
+25.3%
+38.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +3.8% | -0.7% | +4.5% | +3.8% |
| 30D | +9.8% | -12.6% | +22.4% | +11.6% |
| 3M | +2.1% | -24.4% | +26.6% | +5.4% |
| 6M | +27.5% | -28.7% | +56.2% | +32.3% |
| YTD | +50.2% | -19.1% | +69.4% | +52.9% |
| 1Y | +40.6% | -29.7% | +70.3% | +45.7% |
| 3Y | +17.2% | +4.8% | +12.5% | +12.2% |
| All | +64.2% | +25.3% | +38.9% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling