+33.4%
HON vs LII
-8.9%
+42.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +10.2% | -2.0% | +12.2% | +10.5% |
| 3M | -6.7% | -20.2% | +13.5% | -1.4% |
| 6M | +3.3% | -32.5% | +35.9% | +13.0% |
| YTD | +13.4% | -27.4% | +40.8% | +21.1% |
| 1Y | +14.7% | -28.2% | +42.9% | +22.7% |
| 3Y | +33.4% | -7.2% | +40.6% | +30.2% |
| All | +33.4% | -8.9% | +42.4% | +30.2% |
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