-45.3%
ILMN vs LTH
+186.2%
-231.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | -9.8% | +6.4% | -16.2% | -11.6% |
| 30D | -22.7% | +16.7% | -39.5% | -26.3% |
| 3M | +12.1% | +11.7% | +0.4% | +8.0% |
| 6M | +51.5% | +48.5% | +3.0% | +33.6% |
| YTD | +63.9% | +78.4% | -14.6% | +35.0% |
| 1Y | +76.6% | +89.7% | -13.1% | +42.7% |
| 3Y | +124.6% | +245.6% | -121.0% | +45.2% |
| 5Y | -42.7% | +142.7% | -185.4% | -64.8% |
| All | -45.3% | +186.2% | -231.5% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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