+178.2%
LII vs AMP
+576.7%
-398.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.1% |
| 30D | -12.4% | +0.8% | -13.3% | -12.7% |
| 3M | -24.8% | +24.3% | -49.1% | -30.8% |
| 6M | -25.2% | +20.6% | -45.7% | -30.4% |
| YTD | -20.3% | +14.6% | -34.9% | -24.8% |
| 1Y | -32.9% | +14.5% | -47.5% | -36.9% |
| 3Y | +2.0% | +67.9% | -65.9% | -17.6% |
| 5Y | +24.4% | +122.5% | -98.1% | -9.6% |
| All | +178.2% | +576.7% | -398.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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