+119.6%
AMDL vs LII
-24.2%
+143.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.8% | +13.5% | +13.6% |
| 7D | +18.5% | -2.3% | +20.8% | +22.5% |
| 30D | -24.2% | -1.7% | -22.6% | -24.7% |
| 3M | +11.5% | -18.3% | +29.8% | +31.0% |
| 6M | -1.0% | -32.3% | +31.3% | +38.5% |
| YTD | +260.3% | -27.1% | +287.4% | +350.6% |
| 1Y | +178.2% | -27.2% | +205.3% | +246.2% |
| All | +119.6% | -24.2% | +143.8% | +128.6% |
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