+56.0%
ILMN vs LNT
+186.9%
-130.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -2.9% | +1.0% | -3.9% | -3.2% |
| 30D | -23.8% | +9.6% | -33.4% | -26.4% |
| 3M | +7.5% | +5.4% | +2.1% | +5.1% |
| 6M | +42.8% | +3.1% | +39.6% | +40.3% |
| YTD | +57.8% | +16.5% | +41.4% | +48.0% |
| 1Y | +72.6% | +12.3% | +60.3% | +64.0% |
| 3Y | +129.3% | +70.3% | +59.0% | +82.4% |
| 5Y | -44.5% | +56.4% | -100.9% | -54.6% |
| All | +56.0% | +186.9% | -130.8% | +8.2% |
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