+639.1%
HL vs LII
+2,796.3%
-2,157.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.4% | +3.8% |
| 7D | +13.8% | -1.2% | +15.0% | +14.4% |
| 30D | -9.7% | -2.0% | -7.8% | -9.5% |
| 3M | -8.5% | -20.2% | +11.7% | -2.0% |
| 6M | -17.2% | -32.5% | +15.4% | -7.2% |
| YTD | -19.6% | -27.4% | +7.7% | -12.1% |
| 1Y | +11.1% | -28.2% | +39.3% | +22.0% |
| 3Y | +299.7% | -7.2% | +306.9% | +293.9% |
| 5Y | +156.5% | +19.9% | +136.6% | +128.1% |
| 10Y | +122.4% | +168.6% | -46.3% | +49.4% |
| All | +639.1% | +2,796.3% | -2,157.2% | +243.9% |
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