-98.9%
AMC vs LII
+168.6%
-267.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +3.7% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | -0.7% | -12.6% | +11.9% | +6.2% |
| 3M | +35.2% | -24.4% | +59.6% | +50.9% |
| 6M | +124.6% | -28.7% | +153.3% | +156.4% |
| YTD | +69.9% | -19.1% | +89.0% | +79.6% |
| 1Y | -2.6% | -29.7% | +27.1% | +11.2% |
| 3Y | -79.8% | +4.8% | -84.5% | -83.3% |
| 5Y | -99.4% | +24.6% | -124.0% | -99.6% |
| All | -98.9% | +168.6% | -267.5% | -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