+61.3%
LHX vs ILMN
+37.1%
+24.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -2.5% | +1.9% | -4.4% | -2.6% |
| 30D | -10.4% | +12.3% | -22.7% | -11.0% |
| 3M | -14.9% | +33.5% | -48.5% | -16.7% |
| 6M | -29.6% | +69.4% | -99.0% | -32.4% |
| YTD | -11.8% | +60.9% | -72.7% | -15.2% |
| 1Y | -5.1% | +115.0% | -120.1% | -10.9% |
| 3Y | +61.3% | +37.0% | +24.3% | +45.0% |
| All | +61.3% | +37.1% | +24.2% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling