+3,408.9%
AMAT vs LII
+3,124.4%
+284.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +3.8% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -14.8% | -12.6% | -2.2% | -9.9% |
| 3M | -9.3% | -24.4% | +15.2% | +1.5% |
| 6M | +27.4% | -28.7% | +56.1% | +46.1% |
| YTD | +77.6% | -19.1% | +96.7% | +92.1% |
| 1Y | +188.9% | -29.7% | +218.6% | +229.7% |
| 3Y | +202.3% | +4.8% | +197.5% | +189.8% |
| 5Y | +248.9% | +24.6% | +224.3% | +209.1% |
| 10Y | +1,585.2% | +169.2% | +1,416.0% | +1,005.5% |
| All | +3,408.9% | +3,124.4% | +284.5% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling