+22.1%
ADM vs LSCC
+40.9%
-18.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -1.8% | +5.0% | -6.9% | -2.4% |
| 30D | -13.3% | -11.7% | -1.5% | -12.5% |
| 3M | -13.4% | -13.3% | -0.1% | -12.7% |
| 6M | -9.6% | -12.5% | +2.9% | -9.7% |
| YTD | +23.0% | +51.2% | -28.2% | +14.5% |
| 1Y | +27.4% | +65.9% | -38.5% | +17.2% |
| 3Y | +5.7% | +95.3% | -89.7% | -8.2% |
| 5Y | +22.1% | +38.6% | -16.5% | +6.0% |
| All | +22.1% | +40.9% | -18.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling