+1,058.8%
ILMN vs LH
+1,763.0%
-704.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.0% |
| 7D | -2.6% | +4.6% | -7.1% | -4.5% |
| 30D | -20.6% | +19.1% | -39.8% | -26.5% |
| 3M | +17.5% | +16.7% | +0.7% | +9.8% |
| 6M | +55.6% | +47.0% | +8.6% | +31.3% |
| YTD | +68.3% | +49.3% | +19.0% | +40.9% |
| 1Y | +81.1% | +48.6% | +32.5% | +51.9% |
| 3Y | +112.2% | +87.8% | +24.3% | +61.0% |
| 5Y | -42.6% | +65.0% | -107.6% | -54.0% |
| 10Y | +70.5% | +275.0% | -204.5% | -4.6% |
| All | +1,058.8% | +1,763.0% | -704.2% | +313.1% |
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