+164.1%
HON vs LII
+170.7%
-6.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | +10.2% | -2.0% | +12.2% | +10.6% |
| 3M | -6.7% | -20.2% | +13.5% | +1.1% |
| 6M | +3.3% | -32.5% | +35.9% | +17.7% |
| YTD | +13.4% | -27.4% | +40.8% | +24.4% |
| 1Y | +14.7% | -28.2% | +42.9% | +26.1% |
| 3Y | +33.4% | -7.2% | +40.6% | +24.7% |
| 5Y | +12.7% | +19.9% | -7.2% | -9.7% |
| 10Y | +164.1% | +168.6% | -4.5% | +53.8% |
| All | +164.1% | +170.7% | -6.6% | +53.8% |
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