Longtime Investment (Large&Mid-Cap)

Asset Allocation

Position	Category/Sector	Target Weight
ANET Arista Networks, Inc.	Technology	7.14%
AVGO Broadcom Inc.	Technology	7.14%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	7.14%
DECK Deckers Outdoor Corporation	Consumer Cyclical	7.14%
ETN Eaton Corporation plc	Industrials	7.14%
KKR KKR & Co. Inc.	Financial Services	7.14%
KLAC KLA Corporation	Technology	7.14%
LLY Eli Lilly and Company	Healthcare	7.14%
MSTR MicroStrategy Incorporated	Technology	7.14%
MU Micron Technology, Inc.	Technology	7.14%
NVDA NVIDIA Corporation	Technology	7.14%
NVO Novo Nordisk A/S	Healthcare	7.14%
SMCI Super Micro Computer, Inc.	Technology	7.14%
TT Trane Technologies plc	Industrials	7.14%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Longtime Investment (Large&Mid-Cap), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of ANET

Returns By Period

As of Apr 2, 2026, the Longtime Investment (Large&Mid-Cap) returned -4.81% Year-To-Date and 36.60% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Longtime Investment (Large&Mid-Cap)	-0.02%	-4.45%	-4.81%	-8.59%	21.60%	48.13%	37.55%	36.60%
Portfolio components:
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
MU Micron Technology, Inc.	-0.44%	-3.50%	28.37%	99.60%	314.35%	84.06%	32.37%	42.60%
KLAC KLA Corporation	-0.20%	5.24%	25.00%	33.54%	122.73%	57.51%	35.71%	37.81%
KKR KKR & Co. Inc.	-0.14%	0.75%	-28.31%	-26.55%	-24.07%	21.56%	13.59%	22.79%
ANET Arista Networks, Inc.	1.47%	1.67%	-3.32%	-12.31%	58.03%	44.56%	45.76%	41.41%
CMG Chipotle Mexican Grill, Inc.	1.62%	-10.21%	-10.38%	-17.66%	-36.26%	-1.17%	2.88%	13.56%
TT Trane Technologies plc	-0.25%	-3.98%	9.99%	1.31%	23.88%	33.97%	22.45%	23.36%
ETN Eaton Corporation plc	-1.22%	1.87%	13.73%	-3.60%	28.78%	30.19%	22.96%	22.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 9, 2014, Longtime Investment (Large&Mid-Cap)'s average daily return is +0.12%, while the average monthly return is +2.53%. At this rate, your investment would double in approximately 2.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Feb 2024 with a return of +24.0%, while the worst month was Jan 2022 at -12.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Longtime Investment (Large&Mid-Cap) closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.8%, while the worst single day was Mar 16, 2020 at -13.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.72%	-4.15%	-9.25%	1.60%									-4.81%
2025	1.46%	-3.48%	-10.59%	4.54%	8.18%	11.92%	0.52%	-2.04%	5.81%	2.35%	-3.84%	1.27%	15.09%
2024	11.29%	23.97%	14.84%	-5.44%	10.40%	4.23%	-2.94%	-1.17%	3.08%	-0.68%	11.52%	-5.14%	79.07%
2023	13.41%	3.81%	8.55%	3.96%	12.97%	7.67%	6.70%	2.59%	-4.99%	2.41%	14.00%	8.64%	113.13%
2022	-12.84%	-1.73%	3.52%	-9.64%	1.69%	-11.97%	20.63%	-4.39%	-8.24%	11.34%	11.23%	-7.17%	-12.74%
2021	7.20%	7.60%	1.11%	2.73%	0.06%	9.10%	5.27%	2.69%	-7.19%	11.50%	6.21%	3.29%	60.51%

Benchmark Metrics

Longtime Investment (Large&Mid-Cap) has an annualized alpha of 17.70%, beta of 1.27, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since June 09, 2014.

This portfolio captured 182.08% of S&P 500 Index gains but only 88.15% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 17.70% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 17.70%

Beta: 1.27

R²: 0.72

Upside Capture: 182.08%

Downside Capture: 88.15%

Expense Ratio

Longtime Investment (Large&Mid-Cap) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Longtime Investment (Large&Mid-Cap) ranks 18 for risk / return — in the bottom 18% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.68	0.88	-0.20
Sortino ratio Return per unit of downside risk	1.14	1.37	-0.22
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.05
Calmar ratio Return relative to maximum drawdown	1.31	1.39	-0.08
Martin ratio Return relative to average drawdown	4.27	6.43	-2.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
MU Micron Technology, Inc.	98	4.84	3.99	1.54	10.37	34.71
KLAC KLA Corporation	92	2.50	2.81	1.41	5.53	17.56
KKR KKR & Co. Inc.	19	-0.53	-0.51	0.93	-0.50	-1.13
ANET Arista Networks, Inc.	73	1.08	1.68	1.21	2.17	4.76
CMG Chipotle Mexican Grill, Inc.	10	-0.91	-1.18	0.84	-0.73	-1.21
TT Trane Technologies plc	64	0.81	1.32	1.18	1.31	2.63
ETN Eaton Corporation plc	66	0.84	1.35	1.18	1.68	3.73

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Longtime Investment (Large&Mid-Cap) Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.68
5-Year: 1.25
10-Year: 1.34
All Time: 1.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Longtime Investment (Large&Mid-Cap) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Longtime Investment (Large&Mid-Cap) provided a 0.71% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.71%	0.59%	0.52%	0.60%	0.89%	0.69%	0.91%	1.14%	1.38%	1.17%	1.40%	1.79%
Portfolio components:
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
MU Micron Technology, Inc.	0.14%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KLAC KLA Corporation	0.50%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%
KKR KKR & Co. Inc.	0.81%	0.57%	0.47%	0.78%	1.31%	0.77%	1.31%	1.71%	3.23%	3.18%	4.16%	10.13%
ANET Arista Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CMG Chipotle Mexican Grill, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TT Trane Technologies plc	0.91%	0.97%	0.91%	1.23%	1.59%	1.17%	1.46%	1.59%	2.15%	1.91%	1.81%	2.10%
ETN Eaton Corporation plc	1.17%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Longtime Investment (Large&Mid-Cap). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Longtime Investment (Large&Mid-Cap) was 35.65%, occurring on Mar 20, 2020. Recovery took 75 trading sessions.

The current Longtime Investment (Large&Mid-Cap) drawdown is 12.63%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.65%	Feb 20, 2020	22	Mar 20, 2020	75	Jul 8, 2020	97
-31.39%	Dec 28, 2021	119	Jun 16, 2022	157	Feb 1, 2023	276
-30.39%	Dec 17, 2024	76	Apr 8, 2025	59	Jul 3, 2025	135
-22.15%	Sep 4, 2018	78	Dec 24, 2018	36	Feb 15, 2019	114
-20.76%	Jun 23, 2015	162	Feb 11, 2016	114	Jul 26, 2016	276

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	LLY	NVO	CMG	DECK	MSTR	SMCI	ANET	TT	KKR	MU	ETN	NVDA	AVGO	KLAC	Portfolio
Benchmark	1.00	0.40	0.38	0.43	0.48	0.49	0.46	0.56	0.65	0.64	0.57	0.68	0.63	0.65	0.67	0.82
LLY	0.40	1.00	0.41	0.18	0.17	0.16	0.19	0.22	0.27	0.20	0.18	0.26	0.21	0.23	0.23	0.36
NVO	0.38	0.41	1.00	0.19	0.20	0.19	0.20	0.23	0.25	0.26	0.20	0.25	0.24	0.26	0.26	0.40
CMG	0.43	0.18	0.19	1.00	0.34	0.30	0.19	0.29	0.28	0.35	0.24	0.27	0.32	0.28	0.31	0.45
DECK	0.48	0.17	0.20	0.34	1.00	0.33	0.29	0.31	0.37	0.40	0.32	0.39	0.31	0.33	0.35	0.54
MSTR	0.49	0.16	0.19	0.30	0.33	1.00	0.32	0.35	0.31	0.38	0.33	0.33	0.39	0.35	0.37	0.61
SMCI	0.46	0.19	0.20	0.19	0.29	0.32	1.00	0.38	0.33	0.35	0.40	0.39	0.41	0.40	0.41	0.61
ANET	0.56	0.22	0.23	0.29	0.31	0.35	0.38	1.00	0.38	0.41	0.45	0.42	0.51	0.52	0.49	0.67
TT	0.65	0.27	0.25	0.28	0.37	0.31	0.33	0.38	1.00	0.46	0.38	0.70	0.38	0.43	0.46	0.60
KKR	0.64	0.20	0.26	0.35	0.40	0.38	0.35	0.41	0.46	1.00	0.40	0.51	0.43	0.44	0.45	0.63
MU	0.57	0.18	0.20	0.24	0.32	0.33	0.40	0.45	0.38	0.40	1.00	0.45	0.58	0.57	0.63	0.70
ETN	0.68	0.26	0.25	0.27	0.39	0.33	0.39	0.42	0.70	0.51	0.45	1.00	0.43	0.48	0.50	0.65
NVDA	0.63	0.21	0.24	0.32	0.31	0.39	0.41	0.51	0.38	0.43	0.58	0.43	1.00	0.61	0.63	0.72
AVGO	0.65	0.23	0.26	0.28	0.33	0.35	0.40	0.52	0.43	0.44	0.57	0.48	0.61	1.00	0.65	0.72
KLAC	0.67	0.23	0.26	0.31	0.35	0.37	0.41	0.49	0.46	0.45	0.63	0.50	0.63	0.65	1.00	0.74
Portfolio	0.82	0.36	0.40	0.45	0.54	0.61	0.61	0.67	0.60	0.63	0.70	0.65	0.72	0.72	0.74	1.00

The correlation results are calculated based on daily price changes starting from Jun 9, 2014

Longtime Investment (Large&Mid-Cap)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table