+81.4%
ILMN vs LTH
+83.5%
-2.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | -2.6% | +7.0% | -9.6% | -3.4% |
| 30D | -20.6% | +15.4% | -36.1% | -21.9% |
| 3M | +17.5% | +7.0% | +10.4% | +16.6% |
| 6M | +55.6% | +46.9% | +8.8% | +47.0% |
| YTD | +68.3% | +76.4% | -8.1% | +49.2% |
| All | +81.4% | +83.5% | -2.1% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling