-98.7%
AMC vs LNT
+166.8%
-265.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +8.1% |
| 7D | +6.6% | +0.6% | +6.0% | +6.5% |
| 30D | +14.1% | +12.4% | +1.7% | +11.8% |
| 3M | +31.3% | +6.7% | +24.6% | +29.8% |
| 6M | +126.7% | +3.9% | +122.7% | +124.1% |
| YTD | +117.9% | +16.5% | +101.4% | +109.7% |
| 1Y | +41.1% | +12.5% | +28.6% | +36.9% |
| 3Y | -61.0% | +66.9% | -127.8% | -65.8% |
| 5Y | -99.1% | +56.1% | -155.2% | -99.2% |
| 10Y | -98.7% | +173.2% | -271.9% | -98.8% |
| All | -98.7% | +166.8% | -265.5% | -98.8% |
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