+89.7%
LMT vs ILMN
-46.1%
+135.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.0% | -1.6% |
| 7D | -11.0% | -9.7% | -1.3% | -10.8% |
| 30D | +13.6% | -20.4% | +34.0% | +14.1% |
| 3M | -2.1% | +10.0% | -12.1% | -2.5% |
| 6M | +11.7% | +49.5% | -37.8% | +10.4% |
| YTD | +19.4% | +62.5% | -43.1% | +17.6% |
| 1Y | +24.1% | +76.0% | -51.9% | +22.0% |
| 3Y | +36.2% | +94.2% | -58.0% | +32.8% |
| All | +89.7% | -46.1% | +135.8% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling