+115.0%
ILMN vs LEN
-42.1%
+157.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.6% | -2.5% |
| 7D | +1.9% | -2.9% | +4.8% | +2.5% |
| 30D | +12.3% | -8.9% | +21.1% | +14.2% |
| 3M | +33.5% | -10.9% | +44.4% | +36.3% |
| 6M | +69.4% | -19.7% | +89.0% | +76.2% |
| YTD | +60.9% | -20.6% | +81.5% | +67.7% |
| 1Y | +115.0% | -42.4% | +157.4% | +144.8% |
| All | +115.0% | -42.1% | +157.0% | +144.8% |
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