+135.5%
HL vs LII
+166.2%
-30.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.8% | -7.1% |
| 7D | +8.2% | +0.4% | +7.8% | +8.2% |
| 30D | -16.3% | -2.4% | -13.9% | -15.9% |
| 3M | -18.6% | -17.5% | -1.1% | -13.1% |
| 6M | -23.2% | -32.8% | +9.7% | -12.7% |
| YTD | -25.5% | -27.7% | +2.2% | -17.6% |
| 1Y | -4.8% | -28.1% | +23.3% | +5.5% |
| 3Y | +281.4% | -9.7% | +291.1% | +274.6% |
| 5Y | +137.8% | +19.5% | +118.3% | +103.7% |
| 10Y | +135.5% | +170.6% | -35.1% | +71.3% |
| All | +135.5% | +166.2% | -30.8% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling