+27.9%
ADM vs LTH
+184.4%
-156.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -9.0% | +4.5% | -13.5% | -9.2% |
| 30D | -14.0% | +16.3% | -30.3% | -14.5% |
| 3M | -9.2% | +8.4% | -17.5% | -9.5% |
| 6M | -9.2% | +40.3% | -49.4% | -10.6% |
| YTD | +24.2% | +77.3% | -53.1% | +20.6% |
| 1Y | +27.0% | +88.0% | -61.0% | +22.9% |
| 3Y | +6.6% | +274.3% | -267.7% | -2.3% |
| 5Y | +25.0% | +142.9% | -117.9% | +12.6% |
| All | +27.9% | +184.4% | -156.5% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling