-45.8%
ILMN vs LTH
+186.8%
-232.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.0% | +0.3% | -6.3% | -6.1% |
| 30D | -23.0% | +17.7% | -40.7% | -26.8% |
| 3M | +10.4% | +8.5% | +1.9% | +7.4% |
| 6M | +49.4% | +46.9% | +2.5% | +32.2% |
| YTD | +62.3% | +78.8% | -16.4% | +33.7% |
| 1Y | +73.7% | +84.9% | -11.2% | +41.5% |
| 3Y | +122.5% | +246.4% | -123.8% | +43.8% |
| 5Y | -43.2% | +129.6% | -172.7% | -65.4% |
| All | -45.8% | +186.8% | -232.6% | -66.2% |
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