+93.9%
ILMN vs LII
-26.0%
+119.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.0% |
| 7D | -21.6% | +7.9% | -29.5% | -21.8% |
| 30D | -22.9% | -0.6% | -22.3% | -22.9% |
| 3M | +11.6% | -19.3% | +30.9% | +13.4% |
| 6M | +62.5% | -29.8% | +92.4% | +66.8% |
| YTD | +72.7% | -25.4% | +98.1% | +71.0% |
| 1Y | +93.9% | -26.2% | +120.1% | +93.0% |
| All | +93.9% | -26.0% | +119.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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