+56.8%
HAS vs LII
+168.6%
-111.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +2.3% | -12.6% | +14.9% | +7.1% |
| 3M | +10.4% | -24.4% | +34.8% | +19.9% |
| 6M | -3.2% | -28.7% | +25.5% | +6.5% |
| YTD | +15.4% | -19.1% | +34.6% | +20.6% |
| 1Y | +18.8% | -29.7% | +48.5% | +30.3% |
| 3Y | +43.9% | +4.8% | +39.2% | +30.8% |
| 5Y | +13.9% | +24.6% | -10.7% | -6.3% |
| All | +56.8% | +168.6% | -111.8% | -2.1% |
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