-26.2%
LII vs LTH
+77.7%
-103.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.5% |
| 7D | -0.2% | -4.6% | +4.4% | +1.2% |
| 30D | -0.6% | +14.8% | -15.4% | -4.5% |
| 3M | -17.0% | +3.9% | -20.9% | -18.0% |
| 6M | -31.1% | +35.5% | -66.6% | -37.3% |
| YTD | -27.7% | +71.3% | -99.0% | -40.0% |
| 1Y | -26.2% | +75.7% | -101.9% | -39.8% |
| All | -26.2% | +77.7% | -103.8% | -39.8% |
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