-20.3%
AMT vs LII
+19.9%
-40.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.2% |
| 7D | +0.5% | -0.6% | +1.2% | +0.7% |
| 30D | +13.6% | -4.6% | +18.2% | +14.5% |
| 3M | +11.5% | -21.2% | +32.7% | +17.3% |
| 6M | +6.9% | -36.4% | +43.4% | +16.5% |
| YTD | +10.8% | -28.9% | +39.8% | +16.1% |
| 1Y | +10.3% | -29.5% | +39.9% | +15.7% |
| 3Y | +12.4% | -8.6% | +21.0% | -1.2% |
| All | -20.3% | +19.9% | -40.2% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling