+65.2%
HAS vs LII
-26.0%
+91.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.4% |
| 7D | +2.4% | +7.9% | -5.5% | +1.1% |
| 30D | +31.6% | -0.6% | +32.2% | +31.5% |
| 3M | +33.9% | -19.3% | +53.2% | +38.2% |
| 6M | +31.4% | -29.8% | +61.3% | +38.0% |
| YTD | +51.6% | -25.4% | +77.0% | +53.0% |
| 1Y | +65.2% | -26.2% | +91.4% | +67.8% |
| All | +65.2% | -26.0% | +91.2% | +67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling