+165.4%
LII vs AMBA
-0.9%
+166.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.9% |
| 7D | -0.6% | -7.2% | +6.6% | +0.4% |
| 30D | -4.6% | -10.4% | +5.8% | -3.3% |
| 3M | -21.2% | -30.1% | +8.9% | -17.4% |
| 6M | -36.4% | -22.4% | -14.0% | -36.0% |
| YTD | -28.9% | -17.3% | -11.6% | -29.7% |
| 1Y | -29.5% | -35.4% | +5.9% | -28.0% |
| 3Y | -8.6% | +18.6% | -27.2% | -18.5% |
| 5Y | +20.2% | -69.8% | +90.0% | +20.9% |
| All | +165.4% | -0.9% | +166.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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