+71.8%
ILMN vs LTH
+77.7%
-5.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.2% |
| 7D | +0.7% | -4.6% | +5.4% | +1.2% |
| 30D | -22.7% | +14.8% | -37.6% | -24.0% |
| 3M | +8.6% | +3.9% | +4.7% | +8.2% |
| 6M | +43.8% | +35.5% | +8.3% | +37.4% |
| YTD | +59.8% | +71.3% | -11.6% | +41.6% |
| 1Y | +71.8% | +75.7% | -3.9% | +50.2% |
| All | +71.8% | +77.7% | -5.9% | +50.2% |
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 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