+110.0%
HIG vs LII
+17.0%
+93.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +2.6% | +2.9% | -0.3% | +2.0% |
| 30D | +4.2% | +0.9% | +3.3% | +3.9% |
| 3M | +0.2% | -15.5% | +15.7% | +3.2% |
| 6M | +4.6% | -30.2% | +34.8% | +10.3% |
| YTD | +1.1% | -26.8% | +28.0% | +4.7% |
| 1Y | +4.7% | -25.3% | +30.0% | +7.7% |
| 3Y | +95.5% | -7.8% | +103.2% | +82.9% |
| All | +110.0% | +17.0% | +93.0% | +78.9% |
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