+1,793.5%
AMGN vs LII
+2,796.3%
-1,002.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.6% |
| 7D | 0.0% | -1.2% | +1.1% | +0.2% |
| 30D | +12.1% | -2.0% | +14.1% | +12.4% |
| 3M | +13.9% | -20.2% | +34.1% | +19.0% |
| 6M | +42.1% | -32.5% | +74.7% | +52.5% |
| YTD | +45.0% | -27.4% | +72.4% | +52.5% |
| 1Y | +49.3% | -28.2% | +77.5% | +57.3% |
| 3Y | +92.8% | -7.2% | +100.0% | +88.6% |
| 5Y | +156.7% | +19.9% | +136.8% | +132.9% |
| 10Y | +328.1% | +168.6% | +159.5% | +219.3% |
| All | +1,793.5% | +2,796.3% | -1,002.8% | +659.7% |
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