+171.7%
ADM vs LVS
-0.5%
+172.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +3.0% | -4.3% | +7.3% | +3.9% |
| 30D | +8.7% | -6.8% | +15.5% | +10.2% |
| 3M | +7.6% | -15.6% | +23.2% | +11.3% |
| 6M | +26.9% | -20.6% | +47.5% | +32.5% |
| YTD | +54.3% | -33.4% | +87.7% | +66.7% |
| 1Y | +45.7% | -20.1% | +65.8% | +50.3% |
| 3Y | +21.9% | -7.4% | +29.3% | +19.2% |
| 5Y | +67.2% | +8.5% | +58.6% | +49.1% |
| All | +171.7% | -0.5% | +172.2% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling