-45.5%
ILMN vs LII
+19.9%
-65.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +3.3% |
| 7D | -9.7% | -0.6% | -9.1% | -9.6% |
| 30D | -20.4% | -4.6% | -15.8% | -19.5% |
| 3M | +10.0% | -21.2% | +31.2% | +20.6% |
| 6M | +49.5% | -36.4% | +85.9% | +76.2% |
| YTD | +62.5% | -28.9% | +91.4% | +76.7% |
| 1Y | +76.0% | -29.5% | +105.5% | +92.1% |
| 3Y | +94.2% | -8.6% | +102.7% | +74.3% |
| All | -45.5% | +19.9% | -65.4% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling