+1,089.0%
ILMN vs LSCC
+268.2%
+820.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.3% |
| 7D | -21.6% | +3.0% | -24.5% | -22.0% |
| 30D | -22.9% | -19.3% | -3.6% | -18.0% |
| 3M | +11.6% | -22.3% | +33.9% | +18.9% |
| 6M | +62.5% | -14.6% | +77.1% | +65.4% |
| YTD | +72.7% | +45.8% | +27.0% | +47.6% |
| 1Y | +93.9% | +69.6% | +24.2% | +58.2% |
| 3Y | +99.2% | +86.1% | +13.1% | +48.3% |
| 5Y | -44.8% | +30.7% | -75.5% | -56.7% |
| 10Y | +73.0% | +1,283.9% | -1,210.9% | -37.2% |
| All | +1,089.0% | +268.2% | +820.8% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling