+43.3%
AMAT vs LII
-29.2%
+72.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.0% |
| 7D | -14.7% | -0.6% | -14.1% | -14.5% |
| 30D | -36.1% | -4.6% | -31.5% | -35.6% |
| 3M | -36.9% | -21.2% | -15.6% | -30.0% |
| 6M | -22.2% | -36.4% | +14.2% | -3.9% |
| YTD | +29.9% | -28.9% | +58.9% | +49.7% |
| 1Y | +43.3% | -29.5% | +72.8% | +66.1% |
| All | +43.3% | -29.2% | +72.5% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling