-19.1%
APTV vs LII
+163.1%
-182.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.3% |
| 7D | -1.2% | +0.5% | -1.6% | -1.4% |
| 30D | -10.6% | -11.2% | +0.6% | -4.3% |
| 3M | -35.0% | -28.8% | -6.2% | -23.2% |
| 6M | -38.9% | -26.9% | -12.0% | -29.7% |
| YTD | -41.5% | -22.2% | -19.3% | -35.6% |
| 1Y | -45.8% | -32.0% | -13.9% | -35.7% |
| 3Y | -55.7% | -0.4% | -55.3% | -61.1% |
| 5Y | -70.1% | +22.4% | -92.6% | -78.0% |
| 10Y | -19.1% | +171.4% | -190.5% | -61.9% |
| All | -19.1% | +163.1% | -182.2% | -61.9% |
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 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