-45.8%
ILMN vs LTH
+184.4%
-230.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | -9.7% | +4.5% | -14.2% | -11.0% |
| 30D | -20.4% | +16.3% | -36.7% | -24.0% |
| 3M | +10.0% | +8.4% | +1.6% | +6.9% |
| 6M | +49.5% | +40.3% | +9.2% | +34.1% |
| YTD | +62.5% | +77.3% | -14.8% | +34.2% |
| 1Y | +76.0% | +88.0% | -12.0% | +42.6% |
| 3Y | +94.2% | +274.3% | -180.1% | +22.3% |
| 5Y | -46.3% | +142.9% | -189.2% | -66.9% |
| All | -45.8% | +184.4% | -230.1% | -66.1% |
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