+100.5%
HAS vs LII
+162.0%
-61.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | +31.0% | -4.6% | +35.6% | +32.8% |
| 3M | +30.7% | -21.2% | +51.9% | +41.4% |
| 6M | +23.9% | -36.4% | +60.3% | +42.3% |
| YTD | +48.3% | -28.9% | +77.2% | +61.6% |
| 1Y | +60.2% | -29.5% | +89.8% | +75.0% |
| 3Y | +189.2% | -8.6% | +197.8% | +176.1% |
| 5Y | +50.4% | +20.2% | +30.2% | +24.5% |
| All | +100.5% | +162.0% | -61.5% | +23.6% |
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