+106.4%
AMCR vs LII
+986.7%
-880.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -1.9% | -0.7% | -1.1% | -1.7% |
| 30D | -4.1% | -12.6% | +8.5% | -0.3% |
| 3M | +21.7% | -24.4% | +46.1% | +30.8% |
| 6M | +1.5% | -28.7% | +30.2% | +10.7% |
| YTD | +13.1% | -19.1% | +32.3% | +19.0% |
| 1Y | +16.5% | -29.7% | +46.2% | +26.9% |
| 3Y | +10.3% | +4.8% | +5.5% | +5.0% |
| 5Y | -7.7% | +24.6% | -32.2% | -18.6% |
| 10Y | +24.6% | +169.2% | -144.6% | -1.3% |
| All | +106.4% | +986.7% | -880.3% | +62.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling