+3,846.1%
LMT vs ILMN
+1,366.8%
+2,479.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.0% | -1.7% |
| 7D | -11.0% | -9.7% | -1.3% | -10.4% |
| 30D | +13.6% | -20.4% | +34.0% | +15.0% |
| 3M | -2.1% | +10.0% | -12.1% | -3.1% |
| 6M | +11.7% | +49.5% | -37.8% | +8.4% |
| YTD | +19.4% | +62.5% | -43.1% | +15.0% |
| 1Y | +24.1% | +76.0% | -51.9% | +18.9% |
| 3Y | +36.2% | +94.2% | -58.0% | +28.0% |
| 5Y | +90.7% | -46.3% | +137.0% | +91.8% |
| 10Y | +212.5% | +62.7% | +149.7% | +190.6% |
| All | +3,846.1% | +1,366.8% | +2,479.4% | +3,093.1% |
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 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