+516.2%
THC vs LII
+2,734.1%
-2,217.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +3.7% | -0.6% | +4.3% | +4.0% |
| 30D | +9.0% | -4.6% | +13.6% | +10.4% |
| 3M | +10.4% | -21.2% | +31.6% | +19.4% |
| 6M | +45.7% | -36.4% | +82.1% | +67.5% |
| YTD | +42.6% | -28.9% | +71.5% | +56.0% |
| 1Y | +38.8% | -29.5% | +68.3% | +52.1% |
| 3Y | +418.8% | -8.6% | +427.4% | +400.9% |
| 5Y | +275.7% | +20.2% | +255.5% | +221.7% |
| 10Y | +1,496.2% | +166.2% | +1,330.0% | +977.6% |
| All | +516.2% | +2,734.1% | -2,217.9% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling