+1,028.0%
ILMN vs LNT
+1,474.1%
-446.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -9.8% | +1.6% | -11.3% | -10.5% |
| 30D | -22.7% | +12.1% | -34.8% | -27.2% |
| 3M | +12.1% | +8.2% | +3.9% | +7.1% |
| 6M | +51.5% | +3.6% | +47.9% | +47.2% |
| YTD | +63.9% | +16.2% | +47.7% | +50.1% |
| 1Y | +76.6% | +12.8% | +63.8% | +64.0% |
| 3Y | +124.6% | +66.5% | +58.1% | +68.8% |
| 5Y | -42.7% | +53.8% | -96.5% | -55.7% |
| 10Y | +59.7% | +182.5% | -122.9% | -15.4% |
| All | +1,028.0% | +1,474.1% | -446.1% | +75.1% |
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