+21.8%
LHX vs LII
+24.2%
-2.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -2.5% | +2.1% | -4.6% | -2.8% |
| 30D | -10.4% | -12.4% | +2.1% | -8.5% |
| 3M | -14.9% | -24.8% | +9.9% | -11.6% |
| 6M | -29.6% | -25.2% | -4.5% | -27.1% |
| YTD | -11.8% | -20.3% | +8.4% | -9.6% |
| 1Y | -5.1% | -32.9% | +27.9% | -0.2% |
| 3Y | +61.3% | +2.0% | +59.3% | +55.6% |
| All | +21.8% | +24.2% | -2.4% | +13.5% |
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