+1,579.2%
HWM vs LII
+170.7%
+1,408.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.0% |
| 7D | +1.6% | -1.2% | +2.8% | +2.0% |
| 30D | -3.9% | -2.0% | -2.0% | -3.9% |
| 3M | -23.2% | -20.2% | -3.0% | -15.4% |
| 6M | -20.0% | -32.5% | +12.6% | -6.4% |
| YTD | +5.7% | -27.4% | +33.1% | +18.1% |
| 1Y | +4.9% | -28.2% | +33.0% | +17.6% |
| 3Y | +347.0% | -7.2% | +354.2% | +312.1% |
| 5Y | +563.0% | +19.9% | +543.1% | +407.7% |
| 10Y | +1,579.2% | +168.6% | +1,410.5% | +736.6% |
| All | +1,579.2% | +170.7% | +1,408.4% | +736.6% |
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