+94.2%
ILMN vs LNT
+57.3%
+36.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | -9.7% | +1.4% | -11.1% | -9.9% |
| 30D | -20.4% | +12.3% | -32.7% | -22.1% |
| 3M | +10.0% | +5.3% | +4.7% | +9.2% |
| 6M | +49.5% | +2.0% | +47.4% | +49.3% |
| YTD | +62.5% | +15.3% | +47.2% | +56.6% |
| 1Y | +76.0% | +12.3% | +63.7% | +71.0% |
| 3Y | +94.2% | +59.1% | +35.1% | +46.4% |
| All | +94.2% | +57.3% | +36.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling