+54.4%
ADM vs LTH
+156.3%
-101.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | -0.1% |
| 7D | -0.1% | +1.5% | -1.6% | -0.1% |
| 30D | +11.0% | -3.1% | +14.1% | +11.1% |
| 3M | +6.0% | +28.1% | -22.1% | +4.7% |
| 6M | +26.9% | +67.4% | -40.5% | +23.5% |
| YTD | +50.0% | +59.8% | -9.8% | +46.3% |
| 1Y | +39.6% | +45.6% | -6.0% | +36.7% |
| 3Y | +18.5% | +162.0% | -143.5% | +10.6% |
| All | +54.4% | +156.3% | -101.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LTH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling