+89.5%
ILMN vs LII
-6.9%
+96.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -7.3% |
| 7D | -28.3% | +0.2% | -28.5% | -28.3% |
| 30D | -24.0% | -4.6% | -19.4% | -23.3% |
| 3M | +4.1% | -21.7% | +25.7% | +11.9% |
| 6M | +49.6% | -32.8% | +82.4% | +66.4% |
| YTD | +58.6% | -27.5% | +86.1% | +67.2% |
| 1Y | +69.9% | -28.0% | +97.9% | +79.5% |
| All | +89.5% | -6.9% | +96.4% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling