+0.3%
APA vs LII
+162.0%
-161.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | -15.5% | -0.6% | -14.9% | -15.5% |
| 30D | +2.4% | -4.6% | +7.0% | +3.4% |
| 3M | +22.8% | -21.2% | +44.0% | +32.7% |
| 6M | +17.9% | -36.4% | +54.4% | +34.5% |
| YTD | +87.7% | -28.9% | +116.6% | +99.0% |
| 1Y | +94.2% | -29.5% | +123.7% | +106.5% |
| 3Y | +27.2% | -8.6% | +35.8% | +12.8% |
| 5Y | +74.1% | +20.2% | +53.9% | +26.8% |
| All | +0.3% | +162.0% | -161.7% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling