+1,338.4%
HD vs LII
+2,790.7%
-1,452.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.6% |
| 7D | +6.4% | +0.2% | +6.2% | +6.4% |
| 30D | +22.1% | -4.6% | +26.7% | +23.8% |
| 3M | -0.2% | -21.7% | +21.5% | +8.0% |
| 6M | +12.6% | -32.8% | +45.4% | +26.6% |
| YTD | +3.9% | -27.5% | +31.4% | +13.4% |
| 1Y | -3.7% | -28.0% | +24.2% | +5.3% |
| 3Y | +27.9% | -7.2% | +35.1% | +26.1% |
| 5Y | +7.8% | +22.6% | -14.8% | -4.2% |
| 10Y | +269.4% | +171.5% | +97.8% | +153.7% |
| All | +1,338.4% | +2,790.7% | -1,452.3% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling