+284.2%
HL vs LII
+163.1%
+121.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +18.8% | -11.2% | +30.0% | +24.0% |
| 3M | +43.7% | -28.8% | +72.5% | +60.4% |
| 6M | -1.0% | -26.9% | +25.9% | +9.2% |
| YTD | +8.7% | -22.2% | +30.9% | +17.5% |
| 1Y | +105.0% | -32.0% | +137.0% | +131.2% |
| 3Y | +427.3% | -0.4% | +427.7% | +400.4% |
| 5Y | +249.3% | +22.4% | +226.8% | +197.2% |
| 10Y | +284.2% | +171.4% | +112.7% | +159.6% |
| All | +284.2% | +163.1% | +121.1% | +159.6% |
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 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