+3,228.2%
LHX vs LII
+3,124.4%
+103.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | -2.0% | -0.7% | -1.2% | -1.8% |
| 30D | -9.9% | -12.6% | +2.7% | -6.6% |
| 3M | -16.5% | -24.4% | +8.0% | -10.6% |
| 6M | -29.6% | -28.7% | -0.9% | -23.9% |
| YTD | -11.6% | -19.1% | +7.6% | -8.0% |
| 1Y | -4.1% | -29.7% | +25.6% | +3.5% |
| 3Y | +53.3% | +4.8% | +48.5% | +42.5% |
| 5Y | +22.3% | +24.6% | -2.3% | +4.9% |
| 10Y | +231.9% | +169.2% | +62.7% | +117.5% |
| All | +3,228.2% | +3,124.4% | +103.8% | +847.9% |
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