+112.2%
ILMN vs LEN
-17.6%
+129.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.8% |
| 7D | -2.6% | +0.6% | -3.2% | -2.9% |
| 30D | -20.6% | +19.4% | -40.0% | -25.3% |
| 3M | +17.5% | +4.5% | +12.9% | +15.1% |
| 6M | +55.6% | +4.9% | +50.7% | +51.3% |
| YTD | +68.3% | -8.9% | +77.2% | +70.7% |
| 1Y | +81.1% | -23.0% | +104.1% | +96.3% |
| 3Y | +112.2% | -16.7% | +128.9% | +89.4% |
| All | +112.2% | -17.6% | +129.8% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling