+2,254.6%
HUBB vs LII
+3,124.4%
-869.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +0.5% | -0.7% | +1.3% | +0.8% |
| 30D | -10.0% | -12.6% | +2.6% | -5.5% |
| 3M | -4.8% | -24.4% | +19.7% | +4.4% |
| 6M | -5.6% | -28.7% | +23.2% | +5.3% |
| YTD | +4.7% | -19.1% | +23.8% | +11.1% |
| 1Y | +6.7% | -29.7% | +36.4% | +18.7% |
| 3Y | +45.8% | +4.8% | +41.0% | +39.7% |
| 5Y | +145.9% | +24.6% | +121.4% | +118.3% |
| 10Y | +418.6% | +169.2% | +249.4% | +254.7% |
| All | +2,254.6% | +3,124.4% | -869.7% | +669.9% |
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 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