+262.6%
HIG vs LII
+172.8%
+89.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | -0.7% | -2.3% | +1.6% | +0.1% |
| 30D | +5.4% | -1.7% | +7.0% | +5.7% |
| 3M | -0.9% | -18.3% | +17.3% | +5.4% |
| 6M | +4.8% | -32.3% | +37.1% | +16.3% |
| YTD | +0.9% | -27.1% | +28.0% | +7.6% |
| 1Y | +6.5% | -27.2% | +33.6% | +13.3% |
| 3Y | +95.7% | -8.9% | +104.7% | +78.6% |
| 5Y | +107.1% | +19.7% | +87.4% | +60.8% |
| 10Y | +262.6% | +168.9% | +93.7% | +100.2% |
| All | +262.6% | +172.8% | +89.8% | +100.2% |
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