+5,083.9%
LITE vs ILMN
+2.2%
+5,081.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | -1.5% | +1.2% | -2.8% | -2.0% |
| 30D | +6.7% | +9.2% | -2.5% | +3.1% |
| 3M | -6.8% | +29.8% | -36.6% | -15.1% |
| 6M | +29.4% | +69.2% | -39.8% | +7.3% |
| YTD | +139.1% | +66.4% | +72.7% | +97.2% |
| 1Y | +521.0% | +123.4% | +397.6% | +360.1% |
| 3Y | +1,535.3% | +33.2% | +1,502.1% | +1,284.4% |
| 5Y | +889.8% | -52.0% | +941.8% | +1,010.5% |
| 10Y | +2,400.7% | +33.6% | +2,367.1% | +1,916.8% |
| All | +5,083.9% | +2.2% | +5,081.6% | +3,764.5% |
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