+65.7%
AMGN vs LII
-26.0%
+91.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.2% |
| 7D | +5.9% | +7.9% | -2.0% | +4.7% |
| 30D | +18.7% | -0.6% | +19.3% | +18.5% |
| 3M | +23.4% | -19.3% | +42.7% | +26.8% |
| 6M | +49.7% | -29.8% | +79.6% | +55.8% |
| YTD | +49.2% | -25.4% | +74.6% | +53.0% |
| 1Y | +65.7% | -26.2% | +91.9% | +70.1% |
| All | +65.7% | -26.0% | +91.7% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling