+254.2%
HD vs LII
+162.0%
+92.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.0% |
| 7D | +4.3% | -0.6% | +4.9% | +4.7% |
| 30D | +20.2% | -4.6% | +24.8% | +22.3% |
| 3M | -1.0% | -21.2% | +20.2% | +9.4% |
| 6M | +7.9% | -36.4% | +44.3% | +28.7% |
| YTD | +2.0% | -28.9% | +30.9% | +14.7% |
| 1Y | -4.3% | -29.5% | +25.2% | +8.0% |
| 3Y | +25.9% | -8.6% | +34.5% | +20.3% |
| 5Y | +5.8% | +20.2% | -14.4% | -14.3% |
| All | +254.2% | +162.0% | +92.3% | +121.6% |
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