+1,649.1%
THC vs LII
+166.1%
+1,483.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | +7.5% | -0.6% | +8.1% | +7.0% |
| 3M | +7.5% | -17.0% | +24.5% | +17.5% |
| 6M | +46.4% | -31.1% | +77.6% | +71.6% |
| YTD | +44.4% | -27.7% | +72.0% | +61.3% |
| 1Y | +43.4% | -26.2% | +69.6% | +57.9% |
| 3Y | +433.3% | -9.6% | +442.9% | +366.7% |
| 5Y | +262.5% | +15.7% | +246.9% | +153.4% |
| All | +1,649.1% | +166.1% | +1,483.1% | +659.3% |
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