+31.6%
ILMN vs LNT
+143.6%
-112.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +12.3% | -1.1% | +13.4% | +12.6% |
| 3M | +33.5% | -3.6% | +37.1% | +35.1% |
| 6M | +69.4% | -2.7% | +72.0% | +70.3% |
| YTD | +60.9% | +8.0% | +52.9% | +55.4% |
| 1Y | +115.0% | +10.5% | +104.5% | +105.5% |
| 3Y | +37.0% | +49.6% | -12.6% | +14.6% |
| 5Y | -53.1% | +32.2% | -85.4% | -59.3% |
| All | +31.6% | +143.6% | -112.0% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling