+151.1%
HUBB vs LII
+25.3%
+125.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | +0.5% | -0.7% | +1.3% | +0.9% |
| 30D | -10.0% | -12.6% | +2.6% | -4.1% |
| 3M | -4.8% | -24.4% | +19.7% | +7.2% |
| 6M | -5.6% | -28.7% | +23.2% | +8.6% |
| YTD | +4.7% | -19.1% | +23.8% | +12.2% |
| 1Y | +6.7% | -29.7% | +36.4% | +22.2% |
| 3Y | +45.8% | +4.8% | +41.0% | +33.1% |
| All | +151.1% | +25.3% | +125.8% | +101.9% |
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