+338.2%
HIG vs LII
+2,784.8%
-2,446.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +4.4% | -0.6% | +4.9% | +4.2% |
| 3M | 0.0% | -17.0% | +17.0% | +7.5% |
| 6M | +3.8% | -31.1% | +34.9% | +17.6% |
| YTD | +0.7% | -27.7% | +28.3% | +10.0% |
| 1Y | +5.0% | -26.2% | +31.2% | +13.4% |
| 3Y | +95.3% | -9.6% | +105.0% | +83.1% |
| 5Y | +110.8% | +15.7% | +95.1% | +69.6% |
| 10Y | +261.9% | +166.9% | +95.0% | +92.5% |
| All | +338.2% | +2,784.8% | -2,446.6% | -2.6% |
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