+144.3%
HLT vs LII
+22.0%
+122.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.6% |
| 7D | -1.5% | +0.5% | -1.9% | -1.6% |
| 30D | -1.2% | -11.2% | +10.0% | +2.5% |
| 3M | -10.3% | -28.8% | +18.5% | -1.5% |
| 6M | +1.3% | -26.9% | +28.2% | +9.5% |
| YTD | +7.0% | -22.2% | +29.2% | +12.6% |
| 1Y | +11.9% | -32.0% | +43.8% | +22.9% |
| 3Y | +100.7% | -0.4% | +101.1% | +81.3% |
| All | +144.3% | +22.0% | +122.3% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling