+25.4%
ADM vs LTH
+137.1%
-111.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.6% |
| 7D | +4.2% | -1.3% | +5.5% | +4.2% |
| 30D | -12.8% | +15.7% | -28.5% | -13.4% |
| 3M | -8.5% | +5.0% | -13.5% | -8.7% |
| 6M | -10.9% | +37.7% | -48.6% | -12.3% |
| YTD | +29.4% | +75.0% | -45.6% | +25.6% |
| 1Y | +27.5% | +82.6% | -55.1% | +23.5% |
| 3Y | +10.3% | +241.3% | -231.0% | +1.4% |
| All | +25.4% | +137.1% | -111.7% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling