-99.9%
AMIX vs LII
-19.5%
-80.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -5.4% |
| 7D | -25.5% | +0.2% | -25.7% | -25.5% |
| 30D | -56.2% | -4.6% | -51.6% | -56.1% |
| 3M | -87.4% | -21.7% | -65.8% | -87.2% |
| 6M | -80.9% | -32.8% | -48.1% | -81.5% |
| YTD | -86.8% | -27.5% | -59.3% | -87.5% |
| 1Y | -91.3% | -28.0% | -63.4% | -91.7% |
| All | -99.9% | -19.5% | -80.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling