-5.4%
AMAT vs LII
-31.3%
+25.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -4.5% |
| 7D | -11.2% | +7.9% | -19.1% | -13.7% |
| 30D | -31.9% | -0.6% | -31.3% | -32.5% |
| 3M | -32.3% | -19.3% | -13.0% | -24.7% |
| 6M | -5.4% | -29.8% | +24.5% | +13.0% |
| All | -5.4% | -31.3% | +25.9% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling