+469.8%
ADM vs LVS
+55.3%
+414.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | -12.8% | +10.0% | -22.8% | -14.2% |
| 3M | -8.5% | -11.0% | +2.6% | -7.0% |
| 6M | -10.9% | -20.1% | +9.2% | -8.2% |
| YTD | +29.4% | -36.3% | +65.8% | +37.4% |
| 1Y | +27.5% | -36.8% | +64.4% | +35.5% |
| 3Y | +10.3% | -9.5% | +19.9% | +9.5% |
| 5Y | +27.4% | +9.3% | +18.1% | +19.3% |
| 10Y | +134.6% | -11.0% | +145.5% | +120.3% |
| All | +469.8% | +55.3% | +414.5% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling