+2,604.6%
LHX vs ILMN
+1,365.4%
+1,239.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +6.5% | -6.0% | +12.5% | +7.2% |
| 30D | +16.1% | -23.0% | +39.1% | +19.2% |
| 3M | -2.8% | +10.4% | -13.3% | -4.7% |
| 6M | -7.7% | +49.4% | -57.1% | -13.0% |
| YTD | -4.6% | +62.3% | -67.0% | -11.3% |
| 1Y | -6.8% | +73.7% | -80.5% | -14.1% |
| 3Y | +60.8% | +122.5% | -61.7% | +40.3% |
| 5Y | +39.5% | -43.2% | +82.7% | +39.9% |
| 10Y | +222.4% | +59.0% | +163.5% | +177.6% |
| All | +2,604.6% | +1,365.4% | +1,239.2% | +1,428.2% |
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