Motivated by the evolution of a population in a slowly varying random environment, we consider the 1D Anderson model on finite volume, with viscosity $ κ> 0 $: $$ \partial_{t} u(t,x) = κΔu(t,x) + ξ(t, x) u(t,x), \quad u(0, x) = u_{0}(x), \qquad t > 0, x \in \mathbb{T}. $$ The noise $ ξ$ is chosen constant on time intervals of length $ τ>0 $ and sampled independently after a time $ τ$. We prove that the Lyapunov exponent $ λ(τ) $ is positive and near $ τ= 0 $ follows a power law that depends on the regularity on the driving noise. As $ τ\to \infty $ the Lyapunov exponent converges to the average top eigenvalue of the associated time-independent Anderson model. The proofs make use of a solid control of the projective component of the solution and build on the Furstenberg--Khasminskii and Boué--Dupuis formulas, as well as on Doob's H-transform and on tools from singular stochastic PDEs.