+187.8%
APD vs LII
+170.7%
+17.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.4% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +10.6% | -2.0% | +12.6% | +10.9% |
| 3M | +2.5% | -20.2% | +22.8% | +9.4% |
| 6M | +6.0% | -32.5% | +38.5% | +17.3% |
| YTD | +28.4% | -27.4% | +55.8% | +36.9% |
| 1Y | +22.2% | -28.2% | +50.3% | +30.7% |
| 3Y | +26.6% | -7.2% | +33.8% | +18.3% |
| 5Y | +11.8% | +19.9% | -8.1% | -8.7% |
| 10Y | +187.8% | +168.6% | +19.1% | +88.8% |
| All | +187.8% | +170.7% | +17.1% | +88.8% |
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 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