-3.4%
HUBB vs LII
-26.0%
+22.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.0% | -3.5% |
| 7D | +0.2% | +7.9% | -7.7% | -2.2% |
| 30D | -8.8% | -0.6% | -8.2% | -9.2% |
| 3M | -12.5% | -19.3% | +6.9% | -5.9% |
| 6M | -14.5% | -29.8% | +15.3% | -4.6% |
| YTD | -0.4% | -25.4% | +25.0% | +4.9% |
| 1Y | -3.4% | -26.2% | +22.8% | +2.6% |
| All | -3.4% | -26.0% | +22.6% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling