+20.4%
LII vs LTH
+142.9%
-122.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -0.6% | +4.5% | -5.1% | -1.7% |
| 30D | -4.6% | +16.3% | -20.9% | -8.1% |
| 3M | -21.2% | +8.4% | -29.6% | -22.9% |
| 6M | -36.4% | +40.3% | -76.7% | -41.7% |
| YTD | -28.9% | +77.3% | -106.2% | -38.8% |
| 1Y | -29.5% | +88.0% | -117.5% | -40.1% |
| 3Y | -8.6% | +274.3% | -282.8% | -35.4% |
| All | +20.4% | +142.9% | -122.4% | -15.1% |
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