+211.9%
LHX vs LII
+166.1%
+45.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +15.8% | -0.6% | +16.4% | +15.6% |
| 3M | -6.1% | -17.0% | +10.9% | -2.3% |
| 6M | -11.4% | -31.1% | +19.7% | -4.7% |
| YTD | -6.3% | -27.7% | +21.4% | -1.0% |
| 1Y | -8.0% | -26.2% | +18.2% | -3.4% |
| 3Y | +58.1% | -9.6% | +67.7% | +51.8% |
| 5Y | +36.3% | +15.7% | +20.7% | +19.3% |
| All | +211.9% | +166.1% | +45.8% | +106.0% |
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