+23.5%
ADM vs LII
+20.3%
+3.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | -11.8% | -1.7% | -10.1% | -11.7% |
| 3M | -11.3% | -18.3% | +7.0% | -9.2% |
| 6M | -10.0% | -32.3% | +22.3% | -6.1% |
| YTD | +25.9% | -27.1% | +53.0% | +29.6% |
| 1Y | +26.7% | -27.2% | +53.8% | +30.3% |
| 3Y | +8.1% | -8.9% | +17.1% | +5.5% |
| 5Y | +23.5% | +19.7% | +3.8% | +11.9% |
| All | +23.5% | +20.3% | +3.2% | +11.9% |
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