+303.0%
HIG vs LII
+170.6%
+132.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -2.3% | -3.5% | +1.2% | -1.2% |
| 30D | -1.2% | -13.5% | +12.3% | +3.5% |
| 3M | +6.3% | -26.0% | +32.3% | +15.1% |
| 6M | +0.6% | -26.8% | +27.4% | +8.3% |
| YTD | +0.6% | -22.9% | +23.5% | +5.7% |
| 1Y | +6.1% | -32.6% | +38.7% | +16.6% |
| 3Y | +102.0% | -1.3% | +103.3% | +78.9% |
| 5Y | +119.2% | +23.1% | +96.1% | +70.2% |
| All | +303.0% | +170.6% | +132.4% | +122.0% |
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