-43.8%
ILMN vs LSCC
+33.9%
-77.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.4% |
| 7D | -2.9% | +7.0% | -9.9% | -5.1% |
| 30D | -23.8% | -2.3% | -21.5% | -23.5% |
| 3M | +7.5% | -12.5% | +20.0% | +10.5% |
| 6M | +42.8% | -10.6% | +53.4% | +42.6% |
| YTD | +57.8% | +52.7% | +5.1% | +29.5% |
| 1Y | +72.6% | +74.0% | -1.4% | +35.2% |
| 3Y | +129.3% | +104.8% | +24.5% | +55.2% |
| All | -43.8% | +33.9% | -77.8% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling