+29.6%
ADM vs LTH
+186.8%
-157.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | -11.8% | +17.7% | -29.5% | -12.4% |
| 3M | -11.3% | +8.5% | -19.8% | -11.6% |
| 6M | -10.0% | +46.9% | -57.0% | -11.6% |
| YTD | +25.9% | +78.8% | -52.9% | +22.2% |
| 1Y | +26.7% | +84.9% | -58.2% | +22.7% |
| 3Y | +8.1% | +246.4% | -238.2% | -0.4% |
| 5Y | +23.5% | +129.6% | -106.1% | +11.0% |
| All | +29.6% | +186.8% | -157.2% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling