+1,561.3%
ADM vs LSCC
+9,784.2%
-8,222.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.4% |
| 7D | -9.0% | +13.0% | -22.0% | -10.4% |
| 30D | -14.0% | -19.8% | +5.8% | -12.4% |
| 3M | -9.2% | -18.4% | +9.2% | -7.9% |
| 6M | -9.2% | -16.1% | +7.0% | -8.9% |
| YTD | +24.2% | +42.7% | -18.5% | +17.0% |
| 1Y | +27.0% | +68.0% | -41.0% | +17.4% |
| 3Y | +6.6% | +85.8% | -79.2% | -5.3% |
| 5Y | +25.0% | +28.0% | -3.1% | +12.2% |
| 10Y | +100.2% | +1,255.1% | -1,154.8% | +36.5% |
| All | +1,561.3% | +9,784.2% | -8,222.9% | +668.1% |
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