+2,558.1%
LHX vs ILMN
+1,342.1%
+1,216.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +15.8% | -22.7% | +38.5% | +18.9% |
| 3M | -6.1% | +8.6% | -14.7% | -7.7% |
| 6M | -11.4% | +43.8% | -55.2% | -16.1% |
| YTD | -6.3% | +59.8% | -66.0% | -12.7% |
| 1Y | -8.0% | +71.8% | -79.7% | -15.1% |
| 3Y | +58.1% | +119.0% | -60.9% | +38.2% |
| 5Y | +36.3% | -43.8% | +80.2% | +36.8% |
| 10Y | +216.9% | +56.4% | +160.5% | +173.4% |
| All | +2,558.1% | +1,342.1% | +1,216.0% | +1,404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling