+391.7%
APP vs LII
+26.5%
+365.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +1.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -23.3% | -12.6% | -10.7% | -16.7% |
| 3M | -42.6% | -24.4% | -18.2% | -34.0% |
| 6M | -33.6% | -28.7% | -4.9% | -21.9% |
| YTD | -52.4% | -19.1% | -33.3% | -50.0% |
| 1Y | -35.9% | -29.7% | -6.2% | -26.6% |
| 3Y | +642.2% | +4.8% | +637.4% | +460.4% |
| 5Y | +311.1% | +24.6% | +286.5% | +100.3% |
| All | +391.7% | +26.5% | +365.2% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling