+3,586.8%
LITE vs ILMN
+6.1%
+3,580.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.9% | -3.0% | -6.2% |
| 7D | -31.4% | -21.6% | -9.9% | -25.6% |
| 30D | -42.6% | -22.9% | -19.7% | -37.4% |
| 3M | -26.2% | +11.6% | -37.8% | -29.6% |
| 6M | -35.8% | +62.5% | -98.3% | -46.4% |
| YTD | +70.0% | +72.7% | -2.7% | +37.7% |
| 1Y | +232.7% | +93.9% | +138.9% | +160.7% |
| 3Y | +1,365.7% | +99.2% | +1,266.6% | +988.4% |
| 5Y | +609.5% | -44.8% | +654.3% | +654.2% |
| 10Y | +1,721.9% | +73.0% | +1,649.0% | +1,281.4% |
| All | +3,586.8% | +6.1% | +3,580.6% | +2,597.6% |
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