+1,045.4%
ILMN vs LNT
+1,349.8%
-304.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +9.2% | -3.2% | +12.4% | +10.8% |
| 3M | +29.8% | -4.1% | +33.9% | +32.1% |
| 6M | +69.2% | -4.6% | +73.8% | +72.0% |
| YTD | +66.4% | +7.0% | +59.4% | +59.6% |
| 1Y | +123.4% | +8.3% | +115.1% | +112.6% |
| 3Y | +33.2% | +51.0% | -17.8% | +5.6% |
| 5Y | -52.0% | +30.2% | -82.1% | -59.5% |
| 10Y | +33.6% | +143.6% | -110.0% | -23.1% |
| All | +1,045.4% | +1,349.8% | -304.4% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling