-25.1%
APTV vs LII
+170.7%
-195.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | 0.0% |
| 7D | -9.8% | -1.2% | -8.6% | -9.0% |
| 30D | -8.9% | -2.0% | -6.9% | -8.5% |
| 3M | -19.5% | -20.2% | +0.8% | -9.1% |
| 6M | -31.1% | -32.5% | +1.4% | -16.7% |
| YTD | -47.5% | -27.4% | -20.2% | -40.3% |
| 1Y | -52.3% | -28.2% | -24.1% | -45.4% |
| 3Y | -45.2% | -7.2% | -38.0% | -50.1% |
| 5Y | -76.9% | +19.9% | -96.8% | -82.9% |
| 10Y | -25.1% | +168.6% | -193.7% | -65.6% |
| All | -25.1% | +170.7% | -195.8% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling