+2,407.6%
LHX vs ILMN
+1,401.8%
+1,005.8%
-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 | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | -9.9% | +9.2% | -19.1% | -11.0% |
| 3M | -16.5% | +29.8% | -46.3% | -19.4% |
| 6M | -29.6% | +69.2% | -98.8% | -34.3% |
| YTD | -11.6% | +66.4% | -77.9% | -17.5% |
| 1Y | -4.1% | +123.4% | -127.5% | -14.2% |
| 3Y | +53.3% | +33.2% | +20.1% | +43.0% |
| 5Y | +22.3% | -52.0% | +74.2% | +26.0% |
| 10Y | +231.9% | +33.6% | +198.3% | +192.1% |
| All | +2,407.6% | +1,401.8% | +1,005.8% | +1,322.0% |
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 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