+7.4%
ADM vs LSCC
+69.3%
-61.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +0.1% |
| 7D | -7.5% | -4.8% | -2.7% | -7.3% |
| 30D | -14.3% | -27.1% | +12.8% | -12.2% |
| 3M | -8.6% | -23.6% | +15.0% | -6.9% |
| 6M | -9.9% | -19.8% | +10.0% | -9.4% |
| YTD | +25.1% | +33.2% | -8.1% | +17.5% |
| 1Y | +28.8% | +55.2% | -26.4% | +18.6% |
| All | +7.4% | +69.3% | -61.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling