+1,524.1%
HWM vs LII
+162.0%
+1,362.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.4% |
| 7D | +3.4% | -0.6% | +4.0% | +3.6% |
| 30D | -7.5% | -4.6% | -2.9% | -6.4% |
| 3M | -28.9% | -21.2% | -7.7% | -21.2% |
| 6M | -19.6% | -36.4% | +16.8% | -3.3% |
| YTD | +0.6% | -28.9% | +29.5% | +13.6% |
| 1Y | +0.3% | -29.5% | +29.9% | +13.5% |
| 3Y | +326.1% | -8.6% | +334.7% | +294.9% |
| 5Y | +525.2% | +20.2% | +505.0% | +375.9% |
| All | +1,524.1% | +162.0% | +1,362.2% | +720.4% |
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