+222.0%
LHX vs ADM
+177.9%
+44.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | +2.5% | -6.7% | -5.0% |
| 30D | -15.1% | +9.5% | -24.6% | -17.7% |
| 3M | -21.0% | +10.6% | -31.6% | -23.8% |
| 6M | -32.0% | +24.0% | -56.0% | -37.3% |
| YTD | -15.3% | +54.0% | -69.3% | -27.5% |
| 1Y | -11.1% | +45.3% | -56.4% | -22.7% |
| 3Y | +54.0% | +21.8% | +32.3% | +38.9% |
| 5Y | +17.1% | +66.8% | -49.7% | -9.9% |
| All | +222.0% | +177.9% | +44.2% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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