+1,045.4%
ILMN vs LH
+1,537.8%
-492.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | +1.2% | -2.5% | +3.7% | +2.4% |
| 30D | +9.2% | +4.3% | +4.8% | +7.3% |
| 3M | +29.8% | +25.5% | +4.3% | +17.6% |
| 6M | +69.2% | +17.0% | +52.2% | +58.0% |
| YTD | +66.4% | +31.3% | +35.1% | +47.6% |
| 1Y | +123.4% | +20.0% | +103.4% | +105.6% |
| 3Y | +33.2% | +63.9% | -30.7% | +7.3% |
| 5Y | -52.0% | +30.9% | -82.8% | -57.5% |
| 10Y | +33.6% | +191.4% | -157.8% | -17.1% |
| All | +1,045.4% | +1,537.8% | -492.5% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling