+119.8%
HIG vs LII
+21.2%
+98.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.1% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | -2.8% | -11.2% | +8.4% | -0.7% |
| 3M | +6.3% | -28.8% | +35.1% | +12.1% |
| 6M | -0.1% | -26.9% | +26.8% | +4.2% |
| YTD | +0.4% | -22.2% | +22.6% | +3.0% |
| 1Y | +6.2% | -32.0% | +38.2% | +12.1% |
| 3Y | +101.6% | -0.4% | +102.1% | +86.2% |
| 5Y | +119.8% | +22.4% | +97.4% | +87.2% |
| All | +119.8% | +21.2% | +98.7% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling