+586.2%
HON vs LII
+2,796.3%
-2,210.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.3% |
| 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% | +0.2% |
| 6M | +3.3% | -32.5% | +35.9% | +16.0% |
| YTD | +13.4% | -27.4% | +40.8% | +23.4% |
| 1Y | +14.7% | -28.2% | +42.9% | +25.1% |
| 3Y | +33.4% | -7.2% | +40.6% | +29.3% |
| 5Y | +12.7% | +19.9% | -7.2% | -2.4% |
| 10Y | +164.1% | +168.6% | -4.5% | +71.9% |
| All | +586.2% | +2,796.3% | -2,210.1% | +104.1% |
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