+7.8%
HD vs LII
+22.0%
-14.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.3% |
| 7D | +6.4% | +0.2% | +6.2% | +6.4% |
| 30D | +22.1% | -4.6% | +26.7% | +24.1% |
| 3M | -0.2% | -21.7% | +21.5% | +10.2% |
| 6M | +12.6% | -32.8% | +45.4% | +30.3% |
| YTD | +3.9% | -27.5% | +31.4% | +15.2% |
| 1Y | -3.7% | -28.0% | +24.2% | +7.0% |
| 3Y | +27.9% | -7.2% | +35.1% | +18.5% |
| 5Y | +7.8% | +22.6% | -14.8% | -17.7% |
| All | +7.8% | +22.0% | -14.2% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling