+342.9%
HIG vs LII
+3,124.4%
-2,781.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -3.2% | -12.6% | +9.4% | +2.2% |
| 3M | +9.1% | -24.4% | +33.6% | +19.7% |
| 6M | -1.8% | -28.7% | +26.9% | +9.2% |
| YTD | +1.8% | -19.1% | +20.9% | +6.6% |
| 1Y | +4.6% | -29.7% | +34.3% | +15.4% |
| 3Y | +101.6% | +4.8% | +96.9% | +77.4% |
| 5Y | +124.5% | +24.6% | +99.9% | +75.8% |
| 10Y | +317.8% | +169.2% | +148.6% | +123.0% |
| All | +342.9% | +3,124.4% | -2,781.5% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling