+107.2%
APA vs LII
-26.0%
+133.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -6.1% |
| 7D | -13.0% | +7.9% | -20.9% | -11.5% |
| 30D | +2.0% | -0.6% | +2.6% | +2.3% |
| 3M | +24.9% | -19.3% | +44.2% | +20.5% |
| 6M | +7.2% | -29.8% | +37.0% | +1.7% |
| YTD | +87.1% | -25.4% | +112.5% | +76.1% |
| 1Y | +107.2% | -26.2% | +133.4% | +96.2% |
| All | +107.2% | -26.0% | +133.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling