+106.1%
HBAN vs LII
+172.8%
-66.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | -1.1% | -2.3% | +1.2% | -0.1% |
| 30D | +3.1% | -1.7% | +4.8% | +3.3% |
| 3M | -9.8% | -18.3% | +8.5% | -2.1% |
| 6M | +1.4% | -32.3% | +33.7% | +17.2% |
| YTD | -5.8% | -27.1% | +21.3% | +3.6% |
| 1Y | +4.2% | -27.2% | +31.4% | +14.6% |
| 3Y | +74.9% | -8.9% | +83.8% | +63.3% |
| 5Y | +21.7% | +19.7% | +2.0% | -4.9% |
| 10Y | +106.1% | +168.9% | -62.8% | +10.8% |
| All | +106.1% | +172.8% | -66.8% | +10.8% |
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