+248.1%
HD vs LII
+166.1%
+82.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +18.5% | -0.6% | +19.1% | +18.5% |
| 3M | +2.2% | -17.0% | +19.1% | +10.4% |
| 6M | +13.8% | -31.1% | +45.0% | +31.1% |
| YTD | +3.4% | -27.7% | +31.1% | +15.4% |
| 1Y | -3.5% | -26.2% | +22.7% | +6.7% |
| 3Y | +29.0% | -9.6% | +38.6% | +24.0% |
| 5Y | +6.1% | +15.7% | -9.6% | -12.6% |
| All | +248.1% | +166.1% | +82.0% | +109.3% |
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