+209.9%
AMGN vs LII
+167.7%
+42.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.4% | -8.7% | -9.8% |
| 7D | -10.3% | +2.1% | -12.4% | -10.6% |
| 30D | -3.8% | -12.4% | +8.6% | -1.1% |
| 3M | +14.4% | -24.8% | +39.2% | +20.5% |
| 6M | +7.8% | -25.2% | +33.0% | +13.2% |
| YTD | +22.6% | -20.3% | +42.8% | +26.6% |
| 1Y | +44.2% | -32.9% | +77.2% | +54.4% |
| 3Y | +65.8% | +2.0% | +63.8% | +57.6% |
| 5Y | +108.0% | +24.4% | +83.5% | +85.2% |
| 10Y | +209.9% | +167.2% | +42.6% | +137.3% |
| All | +209.9% | +167.7% | +42.1% | +137.3% |
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