+1,644.1%
THC vs LII
+169.1%
+1,475.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +1.0% | +2.9% | -2.0% | -0.6% |
| 30D | +5.3% | +0.9% | +4.4% | +4.0% |
| 3M | +7.1% | -15.5% | +22.6% | +15.9% |
| 6M | +46.0% | -30.2% | +76.2% | +69.9% |
| YTD | +43.9% | -26.8% | +70.8% | +59.9% |
| 1Y | +45.4% | -25.3% | +70.7% | +59.1% |
| 3Y | +421.3% | -7.8% | +429.0% | +350.6% |
| 5Y | +261.5% | +17.0% | +244.5% | +151.2% |
| All | +1,644.1% | +169.1% | +1,475.0% | +652.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling