-32.9%
LII vs HBM
+122.7%
-155.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.1% | -2.2% |
| 7D | +2.1% | +7.4% | -5.3% | +1.0% |
| 30D | -12.4% | +5.1% | -17.5% | -13.3% |
| 3M | -24.8% | +11.1% | -35.9% | -26.5% |
| 6M | -25.2% | +30.2% | -55.4% | -30.0% |
| YTD | -20.3% | +46.2% | -66.5% | -26.3% |
| 1Y | -32.9% | +120.0% | -153.0% | -41.1% |
| All | -32.9% | +122.7% | -155.7% | -41.1% |
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