-17.0%
AMRZ vs LII
-35.3%
+18.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +14.4% | -4.6% | +19.0% | +16.2% |
| 3M | -19.2% | -21.7% | +2.5% | -11.2% |
| 6M | -19.7% | -32.8% | +13.1% | -8.0% |
| YTD | -20.2% | -27.5% | +7.4% | -12.1% |
| 1Y | -15.1% | -28.0% | +12.9% | -6.3% |
| All | -17.0% | -35.3% | +18.3% | -4.3% |
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