+1,321.8%
LITE vs ILMN
+56.7%
+1,265.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -8.2% | -10.5% | -15.7% |
| 7D | -44.6% | -28.3% | -16.3% | -37.2% |
| 30D | -55.0% | -24.0% | -31.1% | -50.0% |
| 3M | -38.3% | +4.1% | -42.4% | -39.6% |
| 6M | -48.8% | +49.6% | -98.3% | -56.3% |
| YTD | +38.3% | +58.6% | -20.3% | +14.2% |
| 1Y | +119.0% | +69.9% | +49.1% | +77.0% |
| 3Y | +1,092.0% | +82.9% | +1,009.1% | +793.7% |
| 5Y | +446.1% | -47.6% | +493.7% | +506.8% |
| All | +1,321.8% | +56.7% | +1,265.1% | +993.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling