+141.2%
APTV vs LII
+1,231.6%
-1,090.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -8.9% | -2.3% | -6.6% | -7.7% |
| 30D | -9.5% | -1.7% | -7.8% | -9.3% |
| 3M | -20.6% | -18.3% | -2.3% | -11.7% |
| 6M | -28.9% | -32.3% | +3.5% | -14.5% |
| YTD | -48.2% | -27.1% | -21.1% | -41.3% |
| 1Y | -51.7% | -27.2% | -24.5% | -45.2% |
| 3Y | -48.1% | -8.9% | -39.2% | -51.1% |
| 5Y | -76.7% | +19.7% | -96.3% | -82.0% |
| 10Y | -25.6% | +168.9% | -194.5% | -64.0% |
| All | +141.2% | +1,231.6% | -1,090.4% | -42.7% |
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