+51.2%
HAS vs LII
+22.0%
+29.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -0.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +31.3% | -4.6% | +35.9% | +33.0% |
| 3M | +32.1% | -21.7% | +53.8% | +42.8% |
| 6M | +28.1% | -32.8% | +60.9% | +43.4% |
| YTD | +49.1% | -27.5% | +76.6% | +60.3% |
| 1Y | +60.5% | -28.0% | +88.5% | +72.9% |
| 3Y | +183.9% | -7.2% | +191.1% | +163.6% |
| 5Y | +51.2% | +22.6% | +28.6% | +19.2% |
| All | +51.2% | +22.0% | +29.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling