-99.9%
AMIX vs LNT
+64.1%
-164.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.2% |
| 7D | -16.0% | +1.4% | -17.4% | -15.8% |
| 30D | -55.4% | +12.3% | -67.7% | -54.7% |
| 3M | -87.5% | +5.3% | -92.8% | -87.4% |
| 6M | -81.2% | +2.0% | -83.2% | -81.5% |
| YTD | -86.8% | +15.3% | -102.1% | -88.4% |
| 1Y | -91.6% | +12.3% | -103.9% | -92.3% |
| All | -99.9% | +64.1% | -164.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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