+255.0%
HL vs LII
-8.7%
+263.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.7% |
| 7D | +8.9% | -0.6% | +9.6% | +9.3% |
| 30D | -10.1% | -4.6% | -5.5% | -9.0% |
| 3M | -7.0% | -21.2% | +14.2% | +0.7% |
| 6M | -18.8% | -36.4% | +17.7% | -6.1% |
| YTD | -23.1% | -28.9% | +5.8% | -14.4% |
| 1Y | +8.9% | -29.5% | +38.4% | +21.5% |
| 3Y | +255.0% | -8.6% | +263.6% | +204.8% |
| All | +255.0% | -8.7% | +263.8% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling