+115.0%
ILMN vs LH
+17.9%
+97.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | +12.3% | +2.0% | +10.3% | +11.4% |
| 3M | +33.5% | +24.3% | +9.3% | +19.8% |
| 6M | +69.4% | +21.1% | +48.3% | +54.2% |
| YTD | +60.9% | +30.4% | +30.5% | +42.6% |
| 1Y | +115.0% | +18.4% | +96.6% | +96.5% |
| All | +115.0% | +17.9% | +97.1% | +96.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling