+636.8%
HLT vs LII
+442.8%
+194.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.8% |
| 7D | -1.5% | +0.5% | -1.9% | -1.7% |
| 30D | -1.2% | -11.2% | +10.0% | +3.3% |
| 3M | -10.3% | -28.8% | +18.5% | +0.2% |
| 6M | +1.3% | -26.9% | +28.2% | +11.1% |
| YTD | +7.0% | -22.2% | +29.2% | +14.0% |
| 1Y | +11.9% | -32.0% | +43.8% | +25.0% |
| 3Y | +100.7% | -0.4% | +101.1% | +82.7% |
| 5Y | +147.5% | +22.4% | +125.1% | +99.1% |
| 10Y | +586.5% | +171.4% | +415.1% | +250.4% |
| All | +636.8% | +442.8% | +194.1% | +176.6% |
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