+85.4%
APA vs LII
+20.3%
+65.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +5.1% | -2.3% | +7.4% | +5.5% |
| 30D | +0.3% | -1.7% | +2.0% | +0.3% |
| 3M | +15.6% | -18.3% | +33.9% | +19.5% |
| 6M | +28.9% | -32.3% | +61.2% | +35.8% |
| YTD | +96.6% | -27.1% | +123.7% | +100.4% |
| 1Y | +95.5% | -27.2% | +122.7% | +99.3% |
| 3Y | +41.8% | -8.9% | +50.8% | +34.6% |
| 5Y | +85.4% | +19.7% | +65.8% | +59.0% |
| All | +85.4% | +20.3% | +65.1% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling