+155.4%
HBAN vs LII
+163.1%
-7.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | +0.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -5.5% | -11.2% | +5.7% | -0.6% |
| 3M | -0.2% | -28.8% | +28.6% | +13.5% |
| 6M | +5.2% | -26.9% | +32.1% | +17.2% |
| YTD | -2.3% | -22.2% | +19.9% | +5.0% |
| 1Y | -2.2% | -32.0% | +29.8% | +11.3% |
| 3Y | +73.8% | -0.4% | +74.3% | +56.5% |
| 5Y | +35.2% | +22.4% | +12.8% | +6.1% |
| 10Y | +155.4% | +171.4% | -16.1% | +43.2% |
| All | +155.4% | +163.1% | -7.7% | +43.2% |
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 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