+60.4%
ILMN vs LSCC
+1,348.6%
-1,288.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -2.0% |
| 7D | -9.8% | +5.0% | -14.8% | -11.1% |
| 30D | -22.7% | -11.7% | -11.0% | -20.0% |
| 3M | +12.1% | -13.3% | +25.4% | +15.8% |
| 6M | +51.5% | -12.5% | +64.0% | +52.9% |
| YTD | +63.9% | +51.2% | +12.7% | +37.7% |
| 1Y | +76.6% | +65.9% | +10.7% | +44.0% |
| 3Y | +124.6% | +95.3% | +29.2% | +62.6% |
| 5Y | -42.7% | +38.6% | -81.3% | -57.1% |
| All | +60.4% | +1,348.6% | -1,288.1% | -38.2% |
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