+535.0%
AMKR vs LII
+163.1%
+371.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.8% |
| 7D | +8.9% | +0.5% | +8.4% | +8.3% |
| 30D | -2.7% | -11.2% | +8.5% | +4.7% |
| 3M | -27.5% | -28.8% | +1.3% | -11.7% |
| 6M | +19.4% | -26.9% | +46.3% | +43.1% |
| YTD | +30.7% | -22.2% | +52.9% | +48.8% |
| 1Y | +107.9% | -32.0% | +139.9% | +157.0% |
| 3Y | +136.1% | -0.4% | +136.6% | +117.2% |
| 5Y | +96.6% | +22.4% | +74.2% | +51.9% |
| 10Y | +535.0% | +171.4% | +363.6% | +208.2% |
| All | +535.0% | +163.1% | +371.9% | +208.2% |
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