-6.5%
ILMN vs LBRT
+33.5%
-40.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +1.2% | +8.3% | -7.0% | +0.4% |
| 30D | +9.2% | +6.1% | +3.0% | +8.4% |
| 3M | +29.8% | -34.8% | +64.6% | +34.5% |
| 6M | +69.2% | -24.8% | +94.0% | +71.8% |
| YTD | +66.4% | +12.2% | +54.2% | +60.8% |
| 1Y | +123.4% | +94.0% | +29.4% | +100.9% |
| 3Y | +33.2% | +31.3% | +1.9% | +22.3% |
| 5Y | -52.0% | +111.8% | -163.8% | -59.1% |
| All | -6.5% | +33.5% | -40.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 all: compounded portfolio wealth divided by compounded LBRT 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…
all analysis · Full analysis span regression · 6 months rolling