+70.5%
ILMN vs LEN
+166.0%
-95.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.6% |
| 7D | -2.6% | +0.6% | -3.2% | -3.1% |
| 30D | -20.6% | +19.4% | -40.0% | -25.9% |
| 3M | +17.5% | +4.5% | +12.9% | +14.0% |
| 6M | +55.6% | +4.9% | +50.7% | +49.9% |
| YTD | +68.3% | -8.9% | +77.2% | +68.7% |
| 1Y | +81.1% | -23.0% | +104.1% | +92.0% |
| 3Y | +112.2% | -16.7% | +128.9% | +114.8% |
| 5Y | -42.6% | -4.5% | -38.1% | -45.8% |
| 10Y | +70.5% | +162.2% | -91.7% | +19.3% |
| All | +70.5% | +166.0% | -95.6% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling