+70.5%
ILMN vs LII
+170.7%
-100.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.7% |
| 7D | -2.6% | -1.2% | -1.4% | -2.2% |
| 30D | -20.6% | -2.0% | -18.7% | -20.6% |
| 3M | +17.5% | -20.2% | +37.7% | +27.8% |
| 6M | +55.6% | -32.5% | +88.2% | +77.8% |
| YTD | +68.3% | -27.4% | +95.7% | +82.3% |
| 1Y | +81.1% | -28.2% | +109.3% | +97.0% |
| 3Y | +112.2% | -7.2% | +119.4% | +99.6% |
| 5Y | -42.6% | +19.9% | -62.5% | -54.2% |
| 10Y | +70.5% | +168.6% | -98.2% | +12.4% |
| All | +70.5% | +170.7% | -100.2% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling