+90.5%
APH vs LII
+5.3%
+85.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.1% | -49.9% | -48.4% |
| 7D | -48.7% | -0.2% | -48.5% | -48.9% |
| 30D | -51.9% | -12.6% | -39.3% | -50.2% |
| 3M | -43.6% | -24.4% | -19.1% | -39.9% |
| 6M | -37.5% | -28.7% | -8.8% | -32.6% |
| YTD | -38.6% | -19.1% | -19.5% | -36.8% |
| 1Y | -26.3% | -29.7% | +3.4% | -20.9% |
| All | +90.5% | +5.3% | +85.2% | +67.3% |
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 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