+975.1%
ADM vs LII
+2,790.7%
-1,815.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -14.3% | -4.6% | -9.7% | -13.6% |
| 3M | -8.6% | -21.7% | +13.1% | -3.9% |
| 6M | -9.9% | -32.8% | +22.9% | -2.9% |
| YTD | +25.1% | -27.5% | +52.6% | +31.7% |
| 1Y | +28.8% | -28.0% | +56.8% | +35.7% |
| 3Y | +6.9% | -7.2% | +14.1% | +3.3% |
| 5Y | +25.9% | +22.6% | +3.3% | +11.2% |
| 10Y | +101.7% | +171.5% | -69.9% | +45.3% |
| All | +975.1% | +2,790.7% | -1,815.6% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling