+476.5%
THC vs LII
+3,124.4%
-2,647.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | +1.3% | -12.6% | +13.9% | +6.1% |
| 3M | +64.2% | -24.4% | +88.7% | +78.7% |
| 6M | +8.3% | -28.7% | +37.0% | +19.5% |
| YTD | +33.4% | -19.1% | +52.5% | +40.1% |
| 1Y | +37.7% | -29.7% | +67.4% | +51.1% |
| 3Y | +236.8% | +4.8% | +232.0% | +210.4% |
| 5Y | +249.3% | +24.6% | +224.7% | +196.8% |
| 10Y | +995.2% | +169.2% | +826.0% | +634.3% |
| All | +476.5% | +3,124.4% | -2,647.9% | +112.7% |
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