+100.3%
HIG vs LII
+2.8%
+97.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.1% | +2.1% | -3.2% | -1.3% |
| 30D | -4.9% | -12.4% | +7.5% | -3.5% |
| 3M | +6.8% | -24.8% | +31.6% | +9.5% |
| 6M | -1.7% | -25.2% | +23.5% | +0.5% |
| YTD | -0.2% | -20.3% | +20.0% | +0.8% |
| 1Y | +5.7% | -32.9% | +38.6% | +9.8% |
| 3Y | +100.3% | +2.0% | +98.2% | +93.1% |
| All | +100.3% | +2.8% | +97.5% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling