+6,406.4%
AMD vs LII
+168.6%
+6,237.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.0% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | -0.9% | -12.6% | +11.7% | +6.6% |
| 3M | -8.7% | -24.4% | +15.7% | +4.9% |
| 6M | +136.3% | -28.7% | +165.0% | +180.4% |
| YTD | +123.0% | -19.1% | +142.1% | +142.4% |
| 1Y | +195.2% | -29.7% | +224.9% | +244.8% |
| 3Y | +336.3% | +4.8% | +331.6% | +287.5% |
| 5Y | +334.5% | +24.6% | +309.9% | +234.6% |
| All | +6,406.4% | +168.6% | +6,237.8% | +2,987.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling