+93.9%
ILMN vs LNT
+13.9%
+79.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.2% | -4.2% |
| 7D | -21.6% | +7.2% | -28.7% | -20.3% |
| 30D | -22.9% | +15.6% | -38.5% | -21.4% |
| 3M | +11.6% | +5.2% | +6.4% | +14.3% |
| 6M | +62.5% | +1.7% | +60.9% | +68.0% |
| YTD | +72.7% | +17.0% | +55.7% | +73.3% |
| 1Y | +93.9% | +14.2% | +79.6% | +98.3% |
| All | +93.9% | +13.9% | +79.9% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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