-7.5%
AMCR vs LII
+25.8%
-33.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -1.8% | +2.1% | -3.9% | -2.6% |
| 30D | -6.0% | -12.4% | +6.4% | -1.9% |
| 3M | +18.9% | -24.8% | +43.7% | +29.2% |
| 6M | +5.7% | -25.2% | +30.8% | +14.5% |
| YTD | +11.1% | -20.3% | +31.3% | +18.0% |
| 1Y | +14.4% | -32.9% | +47.4% | +27.8% |
| 3Y | +13.0% | +2.0% | +11.0% | +5.8% |
| 5Y | -7.5% | +24.4% | -32.0% | -23.0% |
| All | -7.5% | +25.8% | -33.4% | -23.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling