+36.4%
LHX vs ILMN
-43.7%
+80.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +1.8% |
| 7D | -0.6% | -9.8% | +9.2% | 0.0% |
| 30D | +16.5% | -22.7% | +39.2% | +18.1% |
| 3M | -4.3% | +12.1% | -16.3% | -5.5% |
| 6M | -7.1% | +51.5% | -58.6% | -10.5% |
| YTD | -4.8% | +63.9% | -68.7% | -9.1% |
| 1Y | -5.5% | +76.6% | -82.1% | -10.3% |
| 3Y | +60.5% | +124.6% | -64.1% | +46.7% |
| 5Y | +36.4% | -42.7% | +79.2% | +31.5% |
| All | +36.4% | -43.7% | +80.1% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling