-42.6%
ILMN vs LEN
-2.5%
-40.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.3% |
| 7D | -2.6% | +0.6% | -3.2% | -3.2% |
| 30D | -20.6% | +19.4% | -40.0% | -27.5% |
| 3M | +17.5% | +4.5% | +12.9% | +13.1% |
| 6M | +55.6% | +4.9% | +50.7% | +48.2% |
| YTD | +68.3% | -8.9% | +77.2% | +69.1% |
| 1Y | +81.1% | -23.0% | +104.1% | +97.4% |
| 3Y | +112.2% | -16.7% | +128.9% | +106.9% |
| 5Y | -42.6% | -4.5% | -38.1% | -53.1% |
| All | -42.6% | -2.5% | -40.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling