+131.0%
HLT vs LII
-8.2%
+139.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.7% | +2.9% | -2.2% | 0.0% |
| 30D | +13.7% | +0.9% | +12.8% | +13.1% |
| 3M | +16.3% | -15.5% | +31.9% | +20.8% |
| 6M | +19.9% | -30.2% | +50.1% | +28.6% |
| YTD | +30.1% | -26.8% | +56.9% | +36.4% |
| 1Y | +38.5% | -25.3% | +63.8% | +44.2% |
| 3Y | +131.0% | -7.8% | +138.8% | +110.9% |
| All | +131.0% | -8.2% | +139.2% | +110.9% |
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 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