+120.6%
ADM vs LNT
+185.4%
-64.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | -14.7% | +9.9% | -24.6% | -18.4% |
| 3M | -10.4% | +4.8% | -15.2% | -12.4% |
| 6M | -10.9% | +2.2% | -13.1% | -12.3% |
| YTD | +26.0% | +15.9% | +10.1% | +16.7% |
| 1Y | +26.5% | +10.6% | +15.9% | +19.8% |
| 3Y | +8.2% | +66.1% | -57.9% | -16.4% |
| 5Y | +24.0% | +55.6% | -31.6% | -2.7% |
| All | +120.6% | +185.4% | -64.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling