+15.7%
LII vs LTH
+120.9%
-105.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.3% |
| 7D | -0.2% | -4.6% | +4.4% | +0.9% |
| 30D | -0.6% | +14.8% | -15.4% | -3.9% |
| 3M | -17.0% | +3.9% | -20.9% | -17.9% |
| 6M | -31.1% | +35.5% | -66.6% | -36.3% |
| YTD | -27.7% | +71.3% | -99.0% | -37.3% |
| 1Y | -26.2% | +75.7% | -101.9% | -36.3% |
| 3Y | -9.6% | +231.9% | -241.5% | -34.5% |
| 5Y | +15.7% | +130.5% | -114.8% | -17.6% |
| All | +15.7% | +120.9% | -105.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling