+268.0%
APH vs LII
+22.0%
+246.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.3% |
| 7D | -12.7% | +0.2% | -12.9% | -12.8% |
| 30D | -19.2% | -4.6% | -14.6% | -18.4% |
| 3M | -16.7% | -21.7% | +5.0% | -9.8% |
| 6M | +5.1% | -32.8% | +37.9% | +18.3% |
| YTD | +6.6% | -27.5% | +34.1% | +15.0% |
| 1Y | +3.9% | -28.0% | +31.9% | +12.3% |
| 3Y | +246.0% | -7.2% | +253.2% | +215.1% |
| 5Y | +268.0% | +22.6% | +245.4% | +179.9% |
| All | +268.0% | +22.0% | +246.0% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling