+1,573.2%
ADM vs LSCC
+9,126.4%
-7,553.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +0.4% |
| 7D | -7.5% | -4.8% | -2.7% | -7.3% |
| 30D | -14.3% | -27.1% | +12.8% | -11.8% |
| 3M | -8.6% | -23.6% | +15.0% | -6.7% |
| 6M | -9.9% | -19.8% | +10.0% | -9.2% |
| YTD | +25.1% | +33.2% | -8.1% | +18.7% |
| 1Y | +28.8% | +55.2% | -26.4% | +20.1% |
| 3Y | +6.9% | +70.1% | -63.3% | -4.2% |
| 5Y | +25.9% | +19.5% | +6.3% | +13.9% |
| 10Y | +101.7% | +1,164.9% | -1,063.2% | +38.5% |
| All | +1,573.2% | +9,126.4% | -7,553.2% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling