Longtime Investment (Large&Mid-Cap)

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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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Returns By Period

As of Jun 6, 2026, the Longtime Investment (Large&Mid-Cap) returned 24.60% Year-To-Date and 40.13% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Longtime Investment (Large&Mid-Cap)	3.41%	3.50%	24.60%	24.92%	38.29%	52.20%	44.36%	40.13%
Portfolio components:
ANET Arista Networks, Inc.	1.38%	10.32%	19.36%	21.14%	60.82%	56.72%	47.39%	42.38%
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
CMG Chipotle Mexican Grill, Inc.	-0.24%	-9.91%	-20.89%	-12.91%	-44.25%	-10.49%	1.95%	13.70%
DECK Deckers Outdoor Corporation	1.48%	9.27%	5.85%	8.42%	0.47%	10.47%	15.25%	28.25%
ETN Eaton Corporation plc	1.82%	0.41%	27.32%	18.09%	23.03%	30.80%	24.42%	23.50%
KKR KKR & Co. Inc.	-0.20%	-8.90%	-26.61%	-28.16%	-23.96%	19.93%	11.96%	23.50%
KLAC KLA Corporation	9.27%	12.92%	73.94%	72.59%	162.58%	66.83%	47.83%	42.36%
LLY Eli Lilly and Company	1.57%	21.37%	7.29%	15.58%	50.32%	38.07%	39.75%	33.71%
MSTR Strategy Inc	5.61%	-32.19%	-16.29%	-30.75%	-66.03%	65.16%	19.92%	21.08%
MU Micron Technology, Inc.	9.87%	27.11%	232.74%	284.77%	776.52%	144.94%	65.39%	55.03%

*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 +0.13%, while the average monthly return is +2.71%. At this rate, an investment would double in approximately 2.2 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%	20.88%	14.05%	-3.53%							24.60%
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 18.57%, 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 186.85% of S&P 500 Index gains but only 88.88% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 18.57% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 18.57%

Beta: 1.27

R²: 0.72

Upside Capture: 186.85%

Downside Capture: 88.88%

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

The table below presents risk-adjusted performance metrics for Longtime Investment (Large&Mid-Cap) and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.41	1.94	-0.52
Sortino ratioReturn per unit of downside risk	1.91	2.63	-0.72
Omega ratioGain probability vs. loss probability	1.25	1.35	-0.10
Calmar ratioReturn relative to maximum drawdown	2.16	2.59	-0.43
Martin ratioReturn relative to average drawdown	7.29	11.84	-4.56
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ANET Arista Networks, Inc.	74	1.15	1.73	1.22	2.16	4.51
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
CMG Chipotle Mexican Grill, Inc.	7	-1.16	-1.61	0.78	-0.86	-1.27
DECK Deckers Outdoor Corporation	41	0.01	0.36	1.04	0.01	0.03
ETN Eaton Corporation plc	63	0.71	1.14	1.14	1.21	2.63
KKR KKR & Co. Inc.	18	-0.65	-0.74	0.91	-0.54	-0.99
KLAC KLA Corporation	95	3.43	3.38	1.49	7.30	23.22
LLY Eli Lilly and Company	77	1.33	1.90	1.26	2.14	5.32
MSTR Strategy Inc	8	-0.94	-1.66	0.82	-0.86	-1.27
MU Micron Technology, Inc.	99	11.44	6.27	1.81	25.90	100.37

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 Jun 6, 2026 (values are recalculated daily):

1-Year: 1.41
5-Year: 1.46
10-Year: 1.46
All Time: 1.31

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 1.64 to 2.53, 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 0.63% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.63%	0.59%	0.52%	0.60%	0.89%	0.69%	0.91%	1.14%	1.38%	1.17%	1.40%	1.79%
Portfolio components:
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%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
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%
DECK Deckers Outdoor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ETN Eaton Corporation plc	1.06%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%
KKR KKR & Co. Inc.	0.80%	0.57%	0.47%	0.78%	1.31%	0.77%	1.31%	1.71%	3.23%	3.18%	4.16%	10.13%
KLAC KLA Corporation	0.38%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%
LLY Eli Lilly and Company	0.56%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MSTR Strategy 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%
MU Micron Technology, Inc.	0.05%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 9.07%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-35.65%Mar 2020	29d	3mo 20d	4mo 19dFeb 2020 - Jul 2020
Bear market2022	-31.39%Jun 2022	5mo 20d	7mo 20d	1y 1moDec 2021 - Feb 2023
2025 selloff2025	-30.39%Apr 2025	3mo 22d	2mo 26d	6mo 18dDec 2024 - Jul 2025
Rate-hike selloffLate 2018	-22.15%Dec 2018	3mo 21d	1mo 23d	5mo 14dSep 2018 - Feb 2019
2016 bear market2016	-20.76%Feb 2016	7mo 23d	5mo 16d	1y 1moJun 2015 - Jul 2016

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.83	1.64	1.57	1.59	1.61

The portfolio has a diversification ratio of 1.61, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Longtime Investment (Large&Mid-Cap) correlation to the S&P 500 Index

Longtime Investment (Large&Mid-Cap) has a 0.82 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jun 9, 2014	0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. ETN has the highest benchmark correlation at 0.68, while NVO has the lowest at 0.38.

0.38

0.39

0.42

0.46

0.48

0.49

0.55

0.57

NVDA

0.63

KKR

0.63

0.64

AVGO

0.65

KLAC

0.66

ETN

0.68

Portfolio Correlations

Correlation vs. Longtime Investment (Large&Mid-Cap). KLAC has the highest portfolio correlation at 0.74, while LLY has the lowest at 0.35.

0.35

0.40

0.44

0.53

0.59

0.61

0.62

0.63

0.65

0.66

0.70

NVDA

0.72

AVGO

0.72

KLAC

0.74

Asset Correlations Table

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

	LLY	NVO	CMG	DECK	MSTR	SMCI	ANET	TT	KKR	MU	ETN	NVDA	AVGO	KLAC
LLY	1.00	0.41	0.18	0.17	0.16	0.19	0.22	0.26	0.19	0.17	0.26	0.21	0.23	0.23
NVO	0.41	1.00	0.19	0.20	0.20	0.20	0.23	0.24	0.26	0.20	0.24	0.24	0.25	0.26
CMG	0.18	0.19	1.00	0.35	0.29	0.18	0.28	0.28	0.35	0.23	0.26	0.31	0.27	0.30
DECK	0.17	0.20	0.35	1.00	0.32	0.29	0.31	0.37	0.40	0.31	0.39	0.31	0.32	0.35
MSTR	0.16	0.20	0.29	0.32	1.00	0.32	0.34	0.31	0.39	0.33	0.33	0.39	0.35	0.37
SMCI	0.19	0.20	0.18	0.29	0.32	1.00	0.39	0.33	0.35	0.40	0.39	0.41	0.41	0.41
ANET	0.22	0.23	0.28	0.31	0.34	0.39	1.00	0.37	0.41	0.44	0.42	0.50	0.52	0.49
TT	0.26	0.24	0.28	0.37	0.31	0.33	0.37	1.00	0.45	0.38	0.70	0.38	0.43	0.46
KKR	0.19	0.26	0.35	0.40	0.39	0.35	0.41	0.45	1.00	0.39	0.50	0.43	0.44	0.44
MU	0.17	0.20	0.23	0.31	0.33	0.40	0.44	0.38	0.39	1.00	0.45	0.58	0.57	0.63
ETN	0.26	0.24	0.26	0.39	0.33	0.39	0.42	0.70	0.50	0.45	1.00	0.42	0.48	0.50
NVDA	0.21	0.24	0.31	0.31	0.39	0.41	0.50	0.38	0.43	0.58	0.42	1.00	0.61	0.62
AVGO	0.23	0.25	0.27	0.32	0.35	0.41	0.52	0.43	0.44	0.57	0.48	0.61	1.00	0.65
KLAC	0.23	0.26	0.30	0.35	0.37	0.41	0.49	0.46	0.44	0.63	0.50	0.62	0.65	1.00

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

Diversification Analysis

Find what Longtime Investment (Large&Mid-Cap) is missing

See which holdings overlap, where Longtime Investment (Large&Mid-Cap) is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification