+1,059.7%
APH vs LII
+168.6%
+891.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | -3.9% | -12.6% | +8.7% | +1.5% |
| 3M | +13.0% | -24.4% | +37.4% | +24.2% |
| 6M | +25.2% | -28.7% | +53.9% | +40.5% |
| YTD | +22.9% | -19.1% | +42.1% | +29.7% |
| 1Y | +47.8% | -29.7% | +77.5% | +64.3% |
| 3Y | +283.0% | +4.8% | +278.2% | +239.6% |
| 5Y | +349.7% | +24.6% | +325.1% | +255.4% |
| All | +1,059.7% | +168.6% | +891.2% | +569.3% |
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