-29.5%
LII vs LTH
+84.4%
-114.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -0.6% | +4.5% | -5.1% | -2.0% |
| 30D | -4.6% | +16.3% | -20.9% | -8.7% |
| 3M | -21.2% | +8.4% | -29.6% | -23.1% |
| 6M | -36.4% | +40.3% | -76.7% | -42.6% |
| YTD | -28.9% | +77.3% | -106.2% | -41.2% |
| 1Y | -29.5% | +88.0% | -117.5% | -43.8% |
| All | -29.5% | +84.4% | -114.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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