+245.3%
HD vs LII
+172.8%
+72.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -1.2% | -2.3% | +1.1% | -0.1% |
| 30D | +20.9% | -1.7% | +22.6% | +21.4% |
| 3M | -0.2% | -18.3% | +18.1% | +8.6% |
| 6M | +14.5% | -32.3% | +46.8% | +32.9% |
| YTD | +4.3% | -27.1% | +31.4% | +16.1% |
| 1Y | -3.5% | -27.2% | +23.7% | +7.4% |
| 3Y | +30.1% | -8.9% | +39.1% | +24.7% |
| 5Y | +8.5% | +19.7% | -11.2% | -12.0% |
| 10Y | +245.3% | +168.9% | +76.4% | +108.5% |
| All | +245.3% | +172.8% | +72.5% | +108.5% |
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