+95.0%
HIG vs LII
-8.5%
+103.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -0.7% | -2.3% | +1.6% | -0.4% |
| 30D | +5.4% | -1.7% | +7.0% | +5.5% |
| 3M | -0.9% | -18.3% | +17.3% | +1.3% |
| 6M | +4.8% | -32.3% | +37.1% | +8.6% |
| YTD | +0.9% | -27.1% | +28.0% | +2.8% |
| 1Y | +6.5% | -27.2% | +33.6% | +8.4% |
| All | +95.0% | -8.5% | +103.5% | +90.0% |
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 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