+292.6%
APP vs LII
+19.9%
+272.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +11.0% |
| 7D | +71.2% | -0.6% | +71.8% | +70.8% |
| 30D | +39.1% | -4.6% | +43.7% | +41.2% |
| 3M | +16.5% | -21.2% | +37.8% | +33.1% |
| 6M | -16.6% | -36.4% | +19.9% | +5.9% |
| YTD | -41.9% | -28.9% | -13.0% | -34.8% |
| 1Y | -37.0% | -29.5% | -7.5% | -29.0% |
| 3Y | +892.4% | -8.6% | +901.0% | +669.1% |
| All | +292.6% | +19.9% | +272.7% | +83.0% |
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