-6.0%
LHX vs ILMN
+108.3%
-114.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.1% |
| 7D | -3.7% | -3.9% | +0.2% | -3.7% |
| 30D | -13.2% | +6.9% | -20.0% | -13.1% |
| 3M | -18.4% | +28.1% | -46.5% | -18.6% |
| 6M | -32.0% | +65.0% | -96.9% | -32.7% |
| YTD | -13.6% | +56.3% | -69.9% | -14.9% |
| 1Y | -6.0% | +108.7% | -114.7% | -6.1% |
| All | -6.0% | +108.3% | -114.3% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling