+128.5%
HUBB vs LII
+23.0%
+105.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.8% |
| 7D | +1.8% | -1.2% | +3.0% | +2.2% |
| 30D | -6.9% | -2.0% | -4.9% | -6.9% |
| 3M | -13.8% | -20.2% | +6.4% | -5.0% |
| 6M | -9.8% | -32.5% | +22.7% | +6.0% |
| YTD | +0.3% | -27.4% | +27.7% | +12.0% |
| 1Y | -3.3% | -28.2% | +24.8% | +8.5% |
| 3Y | +61.0% | -7.2% | +68.3% | +54.3% |
| 5Y | +128.5% | +19.9% | +108.6% | +85.8% |
| All | +128.5% | +23.0% | +105.5% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling