+786.6%
LII vs AMBA
+722.2%
+64.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -1.6% |
| 7D | +0.2% | -14.6% | +14.8% | +2.2% |
| 30D | -4.6% | -18.8% | +14.2% | -2.2% |
| 3M | -21.7% | -32.6% | +10.9% | -17.9% |
| 6M | -32.8% | -25.8% | -7.0% | -31.9% |
| YTD | -27.5% | -22.1% | -5.4% | -27.5% |
| 1Y | -28.0% | -36.2% | +8.2% | -26.4% |
| 3Y | -7.2% | +10.0% | -17.2% | -14.7% |
| 5Y | +22.6% | -71.6% | +94.2% | +25.3% |
| 10Y | +171.5% | -4.7% | +176.3% | +128.0% |
| All | +786.6% | +722.2% | +64.4% | +465.2% |
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 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