+105.0%
HL vs LII
-33.3%
+138.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +18.8% | -11.2% | +30.0% | +25.0% |
| 3M | +43.7% | -28.8% | +72.5% | +63.1% |
| 6M | -1.0% | -26.9% | +25.9% | +10.2% |
| YTD | +8.7% | -22.2% | +30.9% | +19.4% |
| 1Y | +105.0% | -32.0% | +137.0% | +134.7% |
| All | +105.0% | -33.3% | +138.4% | +134.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling