-20.8%
HAL vs LII
+166.2%
-187.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -6.5% | +0.4% | -6.9% | -6.7% |
| 30D | -2.1% | -2.4% | +0.3% | -1.9% |
| 3M | -4.9% | -17.5% | +12.6% | +1.0% |
| 6M | -19.3% | -32.8% | +13.5% | -9.9% |
| YTD | +14.3% | -27.7% | +42.0% | +22.3% |
| 1Y | +17.3% | -28.1% | +45.4% | +25.7% |
| 3Y | -10.9% | -9.7% | -1.2% | -16.9% |
| 5Y | +47.4% | +19.5% | +27.9% | +17.2% |
| 10Y | -20.8% | +170.6% | -191.4% | -48.2% |
| All | -20.8% | +166.2% | -187.0% | -48.2% |
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