+212.5%
LHX vs ILMN
+54.3%
+158.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +4.8% | -2.9% | +7.7% | +5.2% |
| 30D | +14.7% | -23.8% | +38.5% | +17.9% |
| 3M | -5.1% | +7.5% | -12.6% | -6.9% |
| 6M | -9.9% | +42.8% | -52.7% | -15.0% |
| YTD | -6.1% | +57.8% | -63.9% | -13.0% |
| 1Y | -4.0% | +72.6% | -76.6% | -12.1% |
| 3Y | +56.9% | +129.3% | -72.4% | +33.5% |
| 5Y | +36.6% | -44.5% | +81.1% | +41.2% |
| All | +212.5% | +54.3% | +158.2% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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