+168.6%
LII vs HBM
+328.6%
-160.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +1.0% |
| 7D | -1.2% | +5.0% | -6.2% | -1.8% |
| 30D | -2.0% | -12.7% | +10.8% | -0.4% |
| 3M | -20.2% | -17.4% | -2.8% | -18.7% |
| 6M | -32.5% | -8.9% | -23.7% | -32.7% |
| YTD | -27.4% | +14.9% | -42.3% | -30.2% |
| 1Y | -28.2% | +41.4% | -69.6% | -32.9% |
| 3Y | -7.2% | +462.1% | -469.4% | -28.9% |
| 5Y | +19.9% | +224.0% | -204.1% | -5.0% |
| 10Y | +168.6% | +320.9% | -152.3% | +86.0% |
| All | +168.6% | +328.6% | -160.0% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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