+6.1%
APA vs LII
+169.1%
-163.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +8.5% | +2.9% | +5.6% | +7.4% |
| 30D | +2.8% | +0.9% | +1.9% | +1.6% |
| 3M | +21.7% | -15.5% | +37.2% | +28.3% |
| 6M | +32.6% | -30.2% | +62.8% | +45.3% |
| YTD | +103.7% | -26.8% | +130.5% | +113.7% |
| 1Y | +101.8% | -25.3% | +127.1% | +109.2% |
| 3Y | +48.1% | -7.8% | +55.8% | +31.3% |
| 5Y | +91.9% | +17.0% | +74.9% | +43.8% |
| All | +6.1% | +169.1% | -163.0% | -39.5% |
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