-98.8%
AMC vs LII
+169.1%
-267.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.3% |
| 7D | +3.5% | +2.9% | +0.6% | +2.0% |
| 30D | +12.5% | +0.9% | +11.5% | +11.6% |
| 3M | +23.6% | -15.5% | +39.1% | +34.0% |
| 6M | +144.4% | -30.2% | +174.6% | +182.2% |
| YTD | +108.3% | -26.8% | +135.2% | +130.9% |
| 1Y | +38.9% | -25.3% | +64.2% | +52.2% |
| 3Y | -58.9% | -7.8% | -51.1% | -63.4% |
| 5Y | -99.2% | +17.0% | -116.2% | -99.4% |
| All | -98.8% | +169.1% | -267.9% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling