+1,058.8%
ILMN vs LEN
+1,070.9%
-12.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.8% |
| 7D | -2.6% | +0.6% | -3.2% | -3.0% |
| 30D | -20.6% | +19.4% | -40.0% | -24.8% |
| 3M | +17.5% | +4.5% | +12.9% | +14.7% |
| 6M | +55.6% | +4.9% | +50.7% | +51.1% |
| YTD | +68.3% | -8.9% | +77.2% | +68.5% |
| 1Y | +81.1% | -23.0% | +104.1% | +89.0% |
| 3Y | +112.2% | -16.7% | +128.9% | +114.7% |
| 5Y | -42.6% | -4.5% | -38.1% | -44.2% |
| 10Y | +70.5% | +162.2% | -91.7% | +21.7% |
| All | +1,058.8% | +1,070.9% | -12.1% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling