+31.8%
ILMN vs LSCC
+1,772.4%
-1,740.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.5% | -2.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.8% |
| 30D | +9.2% | -9.7% | +18.9% | +12.0% |
| 3M | +29.8% | -23.7% | +53.6% | +37.7% |
| 6M | +69.2% | +26.5% | +42.7% | +53.1% |
| YTD | +66.4% | +57.5% | +8.9% | +39.0% |
| 1Y | +123.4% | +75.7% | +47.7% | +79.3% |
| 3Y | +33.2% | +19.5% | +13.7% | +12.0% |
| 5Y | -52.0% | +83.8% | -135.7% | -66.5% |
| All | +31.8% | +1,772.4% | -1,740.6% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling