+140.1%
AMT vs LII
+166.1%
-26.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | +5.8% | -0.6% | +6.4% | +5.6% |
| 3M | +12.6% | -17.0% | +29.6% | +17.8% |
| 6M | +8.3% | -31.1% | +39.4% | +16.8% |
| YTD | +11.4% | -27.7% | +39.1% | +17.5% |
| 1Y | +7.7% | -26.2% | +33.9% | +12.8% |
| 3Y | +14.8% | -9.6% | +24.4% | +6.3% |
| 5Y | -18.0% | +15.7% | -33.6% | -33.0% |
| All | +140.1% | +166.1% | -26.0% | +49.9% |
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