-8.6%
LII vs AMP
+54.6%
-63.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.3% |
| 7D | -0.6% | +2.2% | -2.8% | -1.5% |
| 30D | -4.6% | +2.2% | -6.8% | -5.4% |
| 3M | -21.2% | -10.4% | -10.8% | -17.6% |
| 6M | -36.4% | +5.8% | -42.3% | -38.1% |
| YTD | -28.9% | +3.3% | -32.2% | -30.7% |
| 1Y | -29.5% | +11.1% | -40.6% | -33.7% |
| 3Y | -8.6% | +56.0% | -64.6% | -40.0% |
| All | -8.6% | +54.6% | -63.2% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling