+60.9%
HAS vs LII
-28.7%
+89.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | +3.3% | +0.4% | +2.8% | +3.2% |
| 30D | +30.5% | -2.4% | +32.9% | +30.9% |
| 3M | +29.9% | -17.5% | +47.4% | +33.8% |
| 6M | +26.5% | -32.8% | +59.4% | +34.2% |
| YTD | +51.9% | -27.7% | +79.6% | +54.0% |
| 1Y | +60.9% | -28.1% | +89.0% | +64.0% |
| All | +60.9% | -28.7% | +89.6% | +64.0% |
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