+130.8%
AMGN vs LII
+25.3%
+105.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +7.8% | -12.6% | +20.4% | +10.1% |
| 3M | +27.3% | -24.4% | +51.7% | +32.3% |
| 6M | +16.8% | -28.7% | +45.5% | +22.3% |
| YTD | +36.3% | -19.1% | +55.5% | +39.4% |
| 1Y | +60.4% | -29.7% | +90.1% | +67.6% |
| 3Y | +86.3% | +4.8% | +81.6% | +80.9% |
| All | +130.8% | +25.3% | +105.5% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling