+1,793.5%
AMGN vs LII
+2,783.5%
-990.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | +12.1% | -2.4% | +14.5% | +12.5% |
| 3M | +12.2% | -17.5% | +29.7% | +16.5% |
| 6M | +42.1% | -32.8% | +75.0% | +52.7% |
| YTD | +45.0% | -27.7% | +72.7% | +52.7% |
| 1Y | +47.7% | -28.1% | +75.8% | +55.6% |
| 3Y | +90.4% | -9.7% | +100.1% | +87.4% |
| 5Y | +154.9% | +19.5% | +135.4% | +131.4% |
| 10Y | +313.6% | +170.6% | +143.0% | +208.0% |
| All | +1,793.5% | +2,783.5% | -990.0% | +660.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling