+132.8%
AMAT vs LII
-6.9%
+139.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.7% | -12.1% |
| 7D | -24.3% | +0.2% | -24.5% | -24.3% |
| 30D | -39.8% | -4.6% | -35.2% | -39.0% |
| 3M | -40.2% | -21.7% | -18.5% | -32.7% |
| 6M | -22.1% | -32.8% | +10.7% | -5.1% |
| YTD | +24.7% | -27.5% | +52.2% | +43.5% |
| 1Y | +33.3% | -28.0% | +61.2% | +53.7% |
| All | +132.8% | -6.9% | +139.8% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling