+53.2%
LNT vs AMDL
+117.8%
-64.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.7% | +1.0% |
| 7D | +1.0% | +19.9% | -18.9% | +1.1% |
| 30D | -1.1% | +6.3% | -7.3% | -1.0% |
| 3M | -3.6% | -9.9% | +6.3% | -3.5% |
| 6M | -2.7% | +394.3% | -397.0% | -2.5% |
| YTD | +8.0% | +257.3% | -249.3% | +8.2% |
| 1Y | +10.5% | +508.5% | -498.1% | +10.4% |
| All | +53.2% | +117.8% | -64.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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