-28.1%
LII vs HBM
+31.9%
-59.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.1% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | -2.4% | -16.0% | +13.6% | -0.2% |
| 3M | -17.5% | -21.3% | +3.8% | -15.1% |
| 6M | -32.8% | -12.2% | -20.6% | -33.1% |
| YTD | -27.7% | +10.7% | -38.4% | -32.3% |
| 1Y | -28.1% | +30.3% | -58.4% | -35.1% |
| All | -28.1% | +31.9% | -59.9% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling