+124.5%
AMT vs LII
+170.7%
-46.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | +3.7% | -2.0% | +5.7% | +3.9% |
| 3M | +10.7% | -20.2% | +31.0% | +17.1% |
| 6M | +9.3% | -32.5% | +41.8% | +18.6% |
| YTD | +10.9% | -27.4% | +38.3% | +16.9% |
| 1Y | +10.5% | -28.2% | +38.7% | +16.7% |
| 3Y | +15.5% | -7.2% | +22.8% | +6.0% |
| 5Y | -20.6% | +19.9% | -40.5% | -35.9% |
| 10Y | +124.5% | +168.6% | -44.1% | +39.0% |
| All | +124.5% | +170.7% | -46.2% | +39.0% |
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