+2,363.6%
AMAT vs LII
+2,790.7%
-427.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.7% | -12.4% |
| 7D | -24.3% | +0.2% | -24.5% | -24.3% |
| 30D | -39.8% | -4.6% | -35.2% | -39.1% |
| 3M | -40.2% | -21.7% | -18.5% | -34.4% |
| 6M | -22.1% | -32.8% | +10.7% | -9.2% |
| YTD | +24.7% | -27.5% | +52.2% | +39.9% |
| 1Y | +33.3% | -28.0% | +61.2% | +49.8% |
| 3Y | +133.9% | -7.2% | +141.1% | +134.4% |
| 5Y | +117.1% | +22.6% | +94.5% | +92.4% |
| 10Y | +1,158.7% | +171.5% | +987.1% | +721.4% |
| All | +2,363.6% | +2,790.7% | -427.1% | +475.7% |
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