+1,018.6%
ILMN vs LH
+1,736.6%
-718.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | -9.7% | +1.4% | -11.1% | -10.3% |
| 30D | -20.4% | +17.5% | -37.9% | -25.9% |
| 3M | +10.0% | +16.1% | -6.0% | +3.0% |
| 6M | +49.5% | +43.4% | +6.1% | +27.5% |
| YTD | +62.5% | +47.2% | +15.3% | +36.9% |
| 1Y | +76.0% | +50.1% | +25.9% | +46.9% |
| 3Y | +94.2% | +81.2% | +13.0% | +49.6% |
| 5Y | -46.3% | +63.7% | -110.0% | -56.8% |
| 10Y | +62.7% | +269.2% | -206.4% | -8.3% |
| All | +1,018.6% | +1,736.6% | -718.0% | +301.2% |
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