+2.5%
APD vs LII
-32.0%
+34.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +10.1% | -4.6% | +14.7% | +10.3% |
| 3M | +4.9% | -21.7% | +26.5% | +5.4% |
| 6M | +2.5% | -32.8% | +35.3% | +3.6% |
| All | +2.5% | -32.0% | +34.4% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling