+883.4%
APH vs LII
+162.0%
+721.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.9% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -14.8% | -4.6% | -10.2% | -14.0% |
| 3M | -12.4% | -21.2% | +8.8% | -4.5% |
| 6M | +8.1% | -36.4% | +44.5% | +26.4% |
| YTD | +10.9% | -28.9% | +39.9% | +22.2% |
| 1Y | +8.8% | -29.5% | +38.3% | +20.0% |
| 3Y | +262.1% | -8.6% | +270.6% | +237.0% |
| 5Y | +283.1% | +20.2% | +262.9% | +201.9% |
| All | +883.4% | +162.0% | +721.4% | +472.5% |
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