+1,587.5%
AMAT vs LII
+168.6%
+1,418.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +3.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.1% |
| 30D | -14.8% | -12.6% | -2.2% | -7.8% |
| 3M | -9.3% | -24.4% | +15.2% | +6.0% |
| 6M | +27.4% | -28.7% | +56.1% | +53.8% |
| YTD | +77.6% | -19.1% | +96.7% | +96.6% |
| 1Y | +188.9% | -29.7% | +218.6% | +245.6% |
| 3Y | +202.3% | +4.8% | +197.5% | +172.7% |
| 5Y | +248.9% | +24.6% | +224.3% | +173.7% |
| All | +1,587.5% | +168.6% | +1,418.9% | +762.0% |
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