+93.9%
ILMN vs LEN
-21.9%
+115.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.1% | -12.0% | -5.0% |
| 7D | -21.6% | +10.5% | -32.0% | -22.0% |
| 30D | -22.9% | +24.6% | -47.5% | -24.5% |
| 3M | +11.6% | +6.6% | +5.0% | +12.1% |
| 6M | +62.5% | +10.6% | +51.9% | +62.0% |
| YTD | +72.7% | -8.3% | +81.0% | +78.3% |
| 1Y | +93.9% | -22.5% | +116.4% | +108.5% |
| All | +93.9% | -21.9% | +115.7% | +108.5% |
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