+192.8%
APD vs LII
+166.1%
+26.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +9.4% | -0.6% | +10.0% | +9.3% |
| 3M | +4.7% | -17.0% | +21.7% | +10.4% |
| 6M | +5.5% | -31.1% | +36.6% | +16.0% |
| YTD | +31.4% | -27.7% | +59.1% | +40.3% |
| 1Y | +24.1% | -26.2% | +50.3% | +31.5% |
| 3Y | +28.8% | -9.6% | +38.4% | +21.5% |
| 5Y | +15.8% | +15.7% | +0.1% | -4.1% |
| All | +192.8% | +166.1% | +26.7% | +88.3% |
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