+1,190.8%
ADM vs LII
+3,124.4%
-1,933.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | +9.8% | -12.6% | +22.4% | +12.9% |
| 3M | +2.1% | -24.4% | +26.6% | +7.7% |
| 6M | +27.5% | -28.7% | +56.2% | +35.5% |
| YTD | +50.2% | -19.1% | +69.4% | +54.8% |
| 1Y | +40.6% | -29.7% | +70.3% | +49.1% |
| 3Y | +17.2% | +4.8% | +12.5% | +10.4% |
| 5Y | +61.9% | +24.6% | +37.3% | +43.1% |
| 10Y | +159.3% | +169.2% | -9.9% | +87.6% |
| All | +1,190.8% | +3,124.4% | -1,933.6% | +485.9% |
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 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