+428.6%
HUBB vs LII
+170.6%
+258.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.1% |
| 7D | -1.7% | -3.5% | +1.8% | +0.1% |
| 30D | -12.7% | -13.5% | +0.8% | -5.9% |
| 3M | -2.9% | -26.0% | +23.1% | +11.4% |
| 6M | -4.8% | -26.8% | +22.0% | +8.9% |
| YTD | +2.8% | -22.9% | +25.6% | +13.6% |
| 1Y | +3.5% | -32.6% | +36.1% | +22.4% |
| 3Y | +43.5% | -1.3% | +44.8% | +34.2% |
| 5Y | +154.2% | +23.1% | +131.1% | +104.8% |
| All | +428.6% | +170.6% | +258.0% | +195.7% |
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