+58.0%
ILMN vs LH
+263.7%
-205.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.7% | +2.5% | -1.7% | -0.6% |
| 30D | -22.7% | +18.7% | -41.4% | -30.0% |
| 3M | +8.6% | +15.3% | -6.7% | +0.1% |
| 6M | +43.8% | +45.4% | -1.6% | +16.0% |
| YTD | +59.8% | +49.5% | +10.3% | +26.6% |
| 1Y | +71.8% | +41.4% | +30.4% | +40.4% |
| 3Y | +119.0% | +87.6% | +31.4% | +52.1% |
| 5Y | -43.8% | +53.8% | -97.6% | -57.1% |
| All | +58.0% | +263.7% | -205.7% | -26.4% |
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