+21.2%
ILMN vs LH
+179.1%
-157.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +0.7% |
| 7D | -9.2% | -7.4% | -1.8% | -5.1% |
| 30D | +4.4% | -4.6% | +9.0% | +7.4% |
| 3M | +23.9% | +14.5% | +9.4% | +14.8% |
| 6M | +64.5% | +14.8% | +49.7% | +52.0% |
| YTD | +53.5% | +23.3% | +30.2% | +36.0% |
| 1Y | +110.8% | +13.6% | +97.2% | +94.7% |
| 3Y | +30.7% | +56.3% | -25.7% | +0.8% |
| 5Y | -54.8% | +25.2% | -80.0% | -61.2% |
| All | +21.2% | +179.1% | -157.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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