+282.6%
APA vs LII
+2,734.1%
-2,451.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.3% |
| 7D | -15.5% | -0.6% | -14.9% | -15.5% |
| 30D | +2.4% | -4.6% | +7.0% | +3.3% |
| 3M | +22.8% | -21.2% | +44.0% | +31.4% |
| 6M | +17.9% | -36.4% | +54.4% | +32.3% |
| YTD | +87.7% | -28.9% | +116.6% | +99.4% |
| 1Y | +94.2% | -29.5% | +123.7% | +106.7% |
| 3Y | +27.2% | -8.6% | +35.8% | +20.9% |
| 5Y | +74.1% | +20.2% | +53.9% | +45.4% |
| 10Y | +2.6% | +166.2% | -163.6% | -33.2% |
| All | +282.6% | +2,734.1% | -2,451.6% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling