+20,705.6%
LLY vs ADM
+1,561.3%
+19,144.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.5% | -9.0% | +4.5% | -2.5% |
| 30D | +13.9% | -14.0% | +27.9% | +17.6% |
| 3M | +13.8% | -9.2% | +22.9% | +15.8% |
| 6M | +37.6% | -9.2% | +46.8% | +39.7% |
| YTD | +26.6% | +24.2% | +2.4% | +19.4% |
| 1Y | +45.3% | +27.0% | +18.4% | +36.3% |
| 3Y | +132.2% | +6.6% | +125.6% | +120.7% |
| 5Y | +434.7% | +25.0% | +409.7% | +381.6% |
| 10Y | +2,084.3% | +100.2% | +1,984.1% | +1,616.3% |
| All | +20,705.6% | +1,561.3% | +19,144.3% | +8,209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling