+233.1%
AMKR vs LII
+166.2%
+66.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -8.4% | +0.4% | -8.8% | -8.6% |
| 30D | -29.8% | -2.4% | -27.4% | -29.9% |
| 3M | -34.7% | -17.5% | -17.2% | -27.5% |
| 6M | -54.9% | -32.8% | -22.0% | -43.8% |
| YTD | -12.3% | -27.7% | +15.4% | +3.0% |
| 1Y | -1.4% | -28.1% | +26.7% | +16.2% |
| 3Y | +51.1% | -9.7% | +60.7% | +46.1% |
| 5Y | +62.6% | +19.5% | +43.1% | +24.9% |
| 10Y | +233.1% | +170.6% | +62.4% | +49.2% |
| All | +233.1% | +166.2% | +66.8% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling