+264.8%
APA vs LII
+3,124.4%
-2,859.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.6% |
| 3M | +12.7% | -24.4% | +37.1% | +20.6% |
| 6M | +39.4% | -28.7% | +68.1% | +49.8% |
| YTD | +79.0% | -19.1% | +98.1% | +83.6% |
| 1Y | +88.8% | -29.7% | +118.5% | +102.5% |
| 3Y | +6.4% | +4.8% | +1.6% | -3.1% |
| 5Y | +153.0% | +24.6% | +128.4% | +111.1% |
| 10Y | +7.5% | +169.2% | -161.7% | -29.9% |
| All | +264.8% | +3,124.4% | -2,859.6% | +15.9% |
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