+326.9%
AMGN vs LII
+166.1%
+160.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +13.1% | -0.6% | +13.7% | +13.0% |
| 3M | +12.9% | -17.0% | +29.9% | +17.1% |
| 6M | +40.8% | -31.1% | +71.9% | +50.5% |
| YTD | +45.6% | -27.7% | +73.3% | +53.2% |
| 1Y | +42.7% | -26.2% | +68.9% | +49.3% |
| 3Y | +91.2% | -9.6% | +100.8% | +86.4% |
| 5Y | +158.1% | +15.7% | +142.5% | +132.6% |
| All | +326.9% | +166.1% | +160.8% | +214.6% |
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