+183.2%
APD vs LII
+166.2%
+16.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +11.0% | -2.4% | +13.4% | +11.5% |
| 3M | +1.3% | -17.5% | +18.8% | +7.1% |
| 6M | +6.4% | -32.8% | +39.2% | +18.0% |
| YTD | +28.9% | -27.7% | +56.6% | +37.6% |
| 1Y | +23.2% | -28.1% | +51.3% | +31.8% |
| 3Y | +26.3% | -9.7% | +36.0% | +19.3% |
| 5Y | +12.0% | +19.5% | -7.5% | -8.4% |
| 10Y | +183.2% | +170.6% | +12.6% | +84.2% |
| All | +183.2% | +166.2% | +16.9% | +84.2% |
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