-47.3%
ILMN vs LTH
+180.7%
-228.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.8% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -23.8% | +15.7% | -39.5% | -27.2% |
| 3M | +7.5% | +5.0% | +2.5% | +5.4% |
| 6M | +42.8% | +37.7% | +5.1% | +28.7% |
| YTD | +57.8% | +75.0% | -17.2% | +30.7% |
| 1Y | +72.6% | +82.6% | -10.0% | +41.0% |
| 3Y | +129.3% | +241.3% | -112.0% | +48.7% |
| 5Y | -44.5% | +135.4% | -179.9% | -65.8% |
| All | -47.3% | +180.7% | -228.1% | -67.0% |
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