+528.2%
AMKR vs LNT
+148.3%
+379.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | -1.0% | +9.3% | +8.6% |
| 30D | -6.8% | -4.2% | -2.5% | -5.8% |
| 3M | -31.9% | -6.7% | -25.3% | -31.1% |
| 6M | +18.4% | -3.6% | +21.9% | +18.4% |
| YTD | +31.7% | +5.9% | +25.8% | +28.0% |
| 1Y | +105.2% | +7.3% | +98.0% | +98.2% |
| 3Y | +147.7% | +46.5% | +101.3% | +113.1% |
| 5Y | +99.4% | +32.5% | +66.9% | +75.1% |
| All | +528.2% | +148.3% | +379.8% | +383.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling