-6.7%
LII vs LTH
+273.3%
-280.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +0.2% | +5.3% | -5.1% | -1.2% |
| 30D | -4.6% | +18.3% | -22.9% | -8.7% |
| 3M | -21.7% | +5.4% | -27.0% | -22.9% |
| 6M | -32.8% | +62.5% | -95.3% | -41.0% |
| YTD | -27.5% | +79.6% | -107.2% | -38.3% |
| 1Y | -28.0% | +88.1% | -116.1% | -39.4% |
| All | -6.7% | +273.3% | -280.1% | -33.6% |
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