+812.5%
LII vs AMBA
+807.9%
+4.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.8% |
| 7D | +7.9% | -8.1% | +16.0% | +9.1% |
| 30D | -0.6% | -10.8% | +10.1% | +0.7% |
| 3M | -19.3% | -25.9% | +6.6% | -16.5% |
| 6M | -29.8% | -13.9% | -16.0% | -30.3% |
| YTD | -25.4% | -14.0% | -11.4% | -26.4% |
| 1Y | -26.2% | -25.7% | -0.5% | -26.1% |
| 3Y | -4.5% | +21.5% | -26.0% | -13.4% |
| 5Y | +26.7% | -68.9% | +95.6% | +28.0% |
| 10Y | +179.5% | +5.2% | +174.3% | +131.7% |
| All | +812.5% | +807.9% | +4.6% | +474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling