+991.7%
ILMN vs LSCC
+236.6%
+755.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.6% | +0.4% | -5.7% |
| 7D | -28.3% | -4.8% | -23.5% | -27.0% |
| 30D | -24.0% | -27.1% | +3.1% | -16.7% |
| 3M | +4.1% | -23.6% | +27.7% | +11.6% |
| 6M | +49.6% | -19.8% | +69.4% | +55.1% |
| YTD | +58.6% | +33.2% | +25.4% | +39.2% |
| 1Y | +69.9% | +55.2% | +14.6% | +42.3% |
| 3Y | +82.9% | +70.1% | +12.8% | +39.8% |
| 5Y | -47.6% | +19.5% | -67.1% | -57.8% |
| 10Y | +58.8% | +1,164.9% | -1,106.1% | -40.8% |
| All | +991.7% | +236.6% | +755.1% | +275.5% |
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