+3.2%
HAL vs LII
+171.3%
-168.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.0% |
| 7D | +2.9% | -0.7% | +3.7% | +3.1% |
| 30D | +17.0% | -12.6% | +29.6% | +22.4% |
| 3M | -9.7% | -24.4% | +14.8% | -2.4% |
| 6M | +8.6% | -28.7% | +37.3% | +18.8% |
| YTD | +33.0% | -19.1% | +52.1% | +37.8% |
| 1Y | +68.3% | -29.7% | +98.0% | +83.1% |
| 3Y | +0.1% | +4.8% | -4.7% | -11.5% |
| 5Y | +102.6% | +24.6% | +78.1% | +62.2% |
| All | +3.2% | +171.3% | -168.1% | -35.6% |
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