+133.5%
AMT vs LII
+172.8%
-39.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | +4.2% | -1.7% | +5.9% | +4.4% |
| 3M | +13.4% | -18.3% | +31.7% | +19.2% |
| 6M | +9.4% | -32.3% | +41.7% | +18.7% |
| YTD | +11.7% | -27.1% | +38.8% | +17.6% |
| 1Y | +7.1% | -27.2% | +34.3% | +12.7% |
| 3Y | +15.1% | -8.9% | +24.0% | +6.3% |
| 5Y | -17.9% | +19.7% | -37.5% | -33.6% |
| 10Y | +133.5% | +168.9% | -35.4% | +47.4% |
| All | +133.5% | +172.8% | -39.3% | +47.4% |
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