+6.8%
APA vs LII
+168.6%
-161.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -3.6% |
| 7D | +0.5% | -0.7% | +1.3% | +0.7% |
| 30D | +23.4% | -12.6% | +36.0% | +29.4% |
| 3M | +12.7% | -24.4% | +37.1% | +21.5% |
| 6M | +39.4% | -28.7% | +68.1% | +51.6% |
| YTD | +79.0% | -19.1% | +98.1% | +82.5% |
| 1Y | +88.8% | -29.7% | +118.5% | +104.4% |
| 3Y | +6.4% | +4.8% | +1.6% | -10.1% |
| 5Y | +153.0% | +24.6% | +128.4% | +89.3% |
| All | +6.8% | +168.6% | -161.8% | -38.7% |
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