+262.1%
APH vs LII
-8.7%
+270.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.6% |
| 7D | -5.9% | -0.6% | -5.3% | -5.9% |
| 30D | -14.8% | -4.6% | -10.2% | -14.3% |
| 3M | -12.4% | -21.2% | +8.8% | -6.9% |
| 6M | +8.1% | -36.4% | +44.5% | +20.7% |
| YTD | +10.9% | -28.9% | +39.9% | +18.0% |
| 1Y | +8.8% | -29.5% | +38.3% | +16.0% |
| 3Y | +262.1% | -8.6% | +270.6% | +230.2% |
| All | +262.1% | -8.7% | +270.8% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling