+93.9%
ILMN vs LSCC
+57.8%
+36.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.1% |
| 7D | -21.6% | +3.0% | -24.5% | -21.9% |
| 30D | -22.9% | -19.3% | -3.6% | -21.0% |
| 3M | +11.6% | -22.3% | +33.9% | +14.6% |
| 6M | +62.5% | -14.6% | +77.1% | +63.0% |
| YTD | +72.7% | +45.8% | +27.0% | +57.4% |
| 1Y | +93.9% | +69.6% | +24.2% | +72.6% |
| All | +93.9% | +57.8% | +36.0% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling