+27.6%
LII vs HBM
+349.4%
-321.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -0.7% | -6.4% | +5.6% | +0.3% |
| 30D | -12.6% | +5.9% | -18.5% | -13.6% |
| 3M | -24.4% | -8.9% | -15.5% | -24.0% |
| 6M | -28.7% | +10.7% | -39.4% | -31.1% |
| YTD | -19.1% | +38.3% | -57.4% | -25.0% |
| 1Y | -29.7% | +121.3% | -151.0% | -39.9% |
| 3Y | +4.8% | +450.6% | -445.8% | -25.2% |
| All | +27.6% | +349.4% | -321.7% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling