-7.8%
LII vs HBM
+424.8%
-432.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +2.9% | +2.2% | +0.7% | +2.5% |
| 30D | +0.9% | -11.8% | +12.7% | +2.6% |
| 3M | -15.5% | -19.2% | +3.7% | -13.3% |
| 6M | -30.2% | -22.9% | -7.3% | -28.5% |
| YTD | -26.8% | +7.8% | -34.6% | -30.2% |
| 1Y | -25.3% | +34.9% | -60.2% | -31.4% |
| 3Y | -7.8% | +422.2% | -430.0% | -34.5% |
| All | -7.8% | +424.8% | -432.5% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling