+40.7%
ILMN vs LTH
+152.2%
-111.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.2% | -0.6% | +1.9% | +1.4% |
| 30D | +9.2% | -4.6% | +13.8% | +10.4% |
| 3M | +29.8% | +32.8% | -3.0% | +19.6% |
| 6M | +69.2% | +64.6% | +4.6% | +45.5% |
| YTD | +66.4% | +62.6% | +3.7% | +42.6% |
| 1Y | +123.4% | +49.9% | +73.5% | +96.1% |
| All | +40.7% | +152.2% | -111.5% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling