+138.4%
HON vs LII
+167.7%
-29.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -0.8% | +2.1% | -2.9% | -1.6% |
| 30D | -15.2% | -12.4% | -2.8% | -10.9% |
| 3M | -6.0% | -24.8% | +18.8% | +3.4% |
| 6M | -14.9% | -25.2% | +10.3% | -7.0% |
| YTD | +3.2% | -20.3% | +23.4% | +9.6% |
| 1Y | 0.0% | -32.9% | +33.0% | +13.4% |
| 3Y | +21.5% | +2.0% | +19.4% | +9.6% |
| 5Y | +4.0% | +24.4% | -20.4% | -16.9% |
| 10Y | +138.4% | +167.2% | -28.9% | +38.3% |
| All | +138.4% | +167.7% | -29.3% | +38.3% |
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