-98.9%
AMC vs LNT
+142.3%
-241.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.6% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | +42.2% | -3.6% | +45.8% | +42.7% |
| 6M | +118.8% | -2.7% | +121.5% | +118.7% |
| YTD | +64.1% | +8.0% | +56.1% | +60.1% |
| 1Y | -9.5% | +10.5% | -20.0% | -12.3% |
| 3Y | -64.3% | +49.6% | -113.9% | -68.0% |
| 5Y | -99.5% | +32.2% | -131.7% | -99.5% |
| 10Y | -98.9% | +141.8% | -240.7% | -99.0% |
| All | -98.9% | +142.3% | -241.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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