+171.7%
ADM vs LNT
+148.3%
+23.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.5% |
| 30D | +8.7% | -1.9% | +10.6% | +9.6% |
| 3M | +7.6% | -7.2% | +14.8% | +11.0% |
| 6M | +26.9% | -3.9% | +30.8% | +28.4% |
| YTD | +54.3% | +5.9% | +48.4% | +49.1% |
| 1Y | +45.7% | +8.4% | +37.3% | +39.2% |
| 3Y | +21.9% | +46.6% | -24.7% | -0.1% |
| 5Y | +67.2% | +32.4% | +34.7% | +41.8% |
| All | +171.7% | +148.3% | +23.4% | +84.3% |
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