-97.7%
AMC vs LNT
+328.1%
-425.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +9.0% | +12.3% | -3.3% | +6.7% |
| 3M | +22.2% | +5.3% | +16.9% | +21.0% |
| 6M | +91.5% | +2.0% | +89.4% | +89.9% |
| YTD | +101.3% | +15.3% | +86.0% | +93.9% |
| 1Y | +20.8% | +12.3% | +8.5% | +17.1% |
| 3Y | -71.3% | +59.1% | -130.4% | -74.6% |
| 5Y | -99.2% | +51.7% | -150.9% | -99.3% |
| 10Y | -98.7% | +170.1% | -268.8% | -99.0% |
| All | -97.7% | +328.1% | -425.8% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling