-7.2%
LII vs LTH
+240.3%
-247.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -1.2% | +7.0% | -8.2% | -2.9% |
| 30D | -2.0% | +15.4% | -17.4% | -5.6% |
| 3M | -20.2% | +7.0% | -27.3% | -21.8% |
| 6M | -32.5% | +46.9% | -79.4% | -39.2% |
| YTD | -27.4% | +76.4% | -103.8% | -37.9% |
| 1Y | -28.2% | +83.7% | -111.9% | -39.3% |
| 3Y | -7.2% | +248.9% | -256.1% | -32.3% |
| All | -7.2% | +240.3% | -247.5% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling