Predictive modeling on time series: How far should I look back?
Hold out the most recent block of data (maybe something like a month) to use as your validation data.

Try multiple models and different ways of training those models. For example, training only on the most recent couple of months vs the whole time period. 

Take a small number of your top performers and test their performance on the validation set and see what does better. 

There’s nothing special about this answer. Anytime you want to know is X better than Y, testing performance on a held out validation set is almost always the way to go.