+261.6%
APP vs LII
+22.0%
+239.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.9% | +32.7% |
| 7D | +39.7% | +0.2% | +39.5% | +39.0% |
| 30D | +27.7% | -4.6% | +32.3% | +29.9% |
| 3M | -14.8% | -21.7% | +6.9% | -1.8% |
| 6M | -25.5% | -32.8% | +7.3% | -8.9% |
| YTD | -47.2% | -27.5% | -19.6% | -41.3% |
| 1Y | -42.3% | -28.0% | -14.3% | -35.7% |
| 3Y | +806.8% | -7.2% | +814.0% | +599.0% |
| 5Y | +261.6% | +22.6% | +239.0% | +66.6% |
| All | +261.6% | +22.0% | +239.6% | +66.6% |
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