+677.4%
HLT vs LII
+169.1%
+508.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.7% | +2.9% | -2.2% | -0.3% |
| 30D | +13.7% | +0.9% | +12.8% | +12.9% |
| 3M | +16.3% | -15.5% | +31.9% | +22.9% |
| 6M | +19.9% | -30.2% | +50.1% | +33.1% |
| YTD | +30.1% | -26.8% | +56.9% | +40.4% |
| 1Y | +38.5% | -25.3% | +63.8% | +48.0% |
| 3Y | +131.0% | -7.8% | +138.8% | +116.7% |
| 5Y | +163.7% | +17.0% | +146.7% | +116.2% |
| All | +677.4% | +169.1% | +508.3% | +336.7% |
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 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