+59.0%
ILMN vs LII
+172.8%
-113.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -6.0% | -2.3% | -3.7% | -5.0% |
| 30D | -23.0% | -1.7% | -21.4% | -23.1% |
| 3M | +10.4% | -18.3% | +28.7% | +19.0% |
| 6M | +49.4% | -32.3% | +81.7% | +70.5% |
| YTD | +62.3% | -27.1% | +89.5% | +75.5% |
| 1Y | +73.7% | -27.2% | +100.9% | +87.7% |
| 3Y | +122.5% | -8.9% | +131.5% | +111.4% |
| 5Y | -43.2% | +19.7% | -62.8% | -54.7% |
| 10Y | +59.0% | +168.9% | -109.9% | +2.1% |
| All | +59.0% | +172.8% | -113.9% | +2.1% |
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