-14.7%
AMRZ vs LII
-27.8%
+13.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -16.9% | -12.6% | -4.3% | -12.4% |
| 3M | -19.2% | -24.4% | +5.2% | -11.4% |
| 6M | -29.3% | -28.7% | -0.6% | -21.1% |
| YTD | -18.0% | -19.1% | +1.2% | -13.3% |
| 1Y | -15.1% | -29.7% | +14.6% | -6.2% |
| All | -14.7% | -27.8% | +13.1% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling