-31.3%
AMT vs LII
+25.3%
-56.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.3% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | +4.6% | -12.6% | +17.2% | +7.9% |
| 3M | -8.4% | -24.4% | +16.0% | -3.9% |
| 6M | -6.0% | -28.7% | +22.7% | -0.2% |
| YTD | +2.1% | -19.1% | +21.3% | +4.2% |
| 1Y | -6.4% | -29.7% | +23.3% | -0.8% |
| 3Y | +8.1% | +4.8% | +3.3% | -7.9% |
| All | -31.3% | +25.3% | -56.6% | -49.2% |
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