+36.0%
LII vs LTH
+160.9%
-124.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -12.6% | -4.6% | -8.0% | -11.7% |
| 3M | -24.4% | +32.8% | -57.3% | -29.5% |
| 6M | -28.7% | +64.6% | -93.3% | -37.1% |
| YTD | -19.1% | +62.6% | -81.8% | -28.6% |
| 1Y | -29.7% | +49.9% | -79.6% | -36.8% |
| 3Y | +4.8% | +151.3% | -146.6% | -18.3% |
| All | +36.0% | +160.9% | -124.9% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling