+1,315.3%
AMAT vs LII
+170.7%
+1,144.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.2% | +10.1% |
| 7D | -1.1% | -1.2% | +0.1% | -0.3% |
| 30D | -26.9% | -2.0% | -25.0% | -27.0% |
| 3M | -31.2% | -20.2% | -11.0% | -22.5% |
| 6M | -14.7% | -32.5% | +17.8% | +5.2% |
| YTD | +44.7% | -27.4% | +72.1% | +68.4% |
| 1Y | +62.0% | -28.2% | +90.1% | +89.4% |
| 3Y | +165.0% | -7.2% | +172.2% | +154.6% |
| 5Y | +147.1% | +19.9% | +127.2% | +95.2% |
| 10Y | +1,315.3% | +168.6% | +1,146.6% | +607.3% |
| All | +1,315.3% | +170.7% | +1,144.5% | +607.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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