+100.2%
AMCR vs LII
+986.7%
-886.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | -29.7% | +42.7% | +23.0% |
| 3Y | +6.9% | +4.8% | +2.1% | +1.8% |
| 5Y | -10.5% | +24.6% | -35.0% | -21.0% |
| 10Y | +20.9% | +169.2% | -148.3% | -4.3% |
| All | +100.2% | +986.7% | -886.5% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling