+1,908.9%
ADM vs LSCC
+10,808.2%
-8,899.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | +9.8% | -9.7% | +19.4% | +10.8% |
| 3M | +2.1% | -23.7% | +25.8% | +4.4% |
| 6M | +27.5% | +26.5% | +1.0% | +22.8% |
| YTD | +50.2% | +57.5% | -7.3% | +41.0% |
| 1Y | +40.6% | +75.7% | -35.1% | +29.9% |
| 3Y | +17.2% | +19.5% | -2.2% | +9.5% |
| 5Y | +61.9% | +83.8% | -21.9% | +40.8% |
| 10Y | +159.3% | +1,772.4% | -1,613.1% | +72.0% |
| All | +1,908.9% | +10,808.2% | -8,899.4% | +825.6% |
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 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