+164.3%
APD vs LII
+171.3%
-7.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.3% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | +2.1% | -12.6% | +14.7% | +6.3% |
| 3M | +7.2% | -24.4% | +31.6% | +15.2% |
| 6M | +11.2% | -28.7% | +40.0% | +20.9% |
| YTD | +24.4% | -19.1% | +43.5% | +28.8% |
| 1Y | +6.7% | -29.7% | +36.4% | +15.6% |
| 3Y | +9.2% | +4.8% | +4.5% | -1.7% |
| 5Y | +27.4% | +24.6% | +2.8% | +3.8% |
| All | +164.3% | +171.3% | -7.0% | +68.6% |
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