+123.4%
ILMN vs LEN
-37.1%
+160.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | +1.2% | -3.2% | +4.4% | +1.8% |
| 30D | +9.2% | -4.9% | +14.1% | +10.1% |
| 3M | +29.8% | -8.5% | +38.3% | +31.8% |
| 6M | +69.2% | -20.7% | +89.9% | +76.2% |
| YTD | +66.4% | -17.4% | +83.8% | +72.0% |
| 1Y | +123.4% | -38.2% | +161.6% | +149.0% |
| All | +123.4% | -37.1% | +160.5% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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