+126.6%
ADM vs LNT
+186.9%
-60.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +4.2% | +1.0% | +3.1% | +3.7% |
| 30D | -12.8% | +9.6% | -22.4% | -16.5% |
| 3M | -8.5% | +5.4% | -13.9% | -10.8% |
| 6M | -10.9% | +3.1% | -14.0% | -12.6% |
| YTD | +29.4% | +16.5% | +12.9% | +19.6% |
| 1Y | +27.5% | +12.3% | +15.2% | +19.9% |
| 3Y | +10.3% | +70.3% | -60.0% | -15.8% |
| 5Y | +27.4% | +56.4% | -29.1% | -0.3% |
| All | +126.6% | +186.9% | -60.2% | +50.6% |
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