+1,669.3%
LII vs HBM
+613.3%
+1,056.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -0.7% | -6.4% | +5.6% | +0.2% |
| 30D | -12.6% | +5.9% | -18.5% | -13.5% |
| 3M | -24.4% | -8.9% | -15.5% | -24.1% |
| 6M | -28.7% | +10.7% | -39.4% | -30.7% |
| YTD | -19.1% | +38.3% | -57.4% | -24.3% |
| 1Y | -29.7% | +121.3% | -151.0% | -38.8% |
| 3Y | +4.8% | +450.6% | -445.8% | -22.1% |
| 5Y | +24.6% | +338.0% | -313.4% | -8.0% |
| 10Y | +169.2% | +578.6% | -409.4% | +61.0% |
| All | +1,669.3% | +613.3% | +1,056.0% | +696.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling