+3,555.3%
LMT vs ILMN
+1,401.8%
+2,153.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.3% |
| 7D | -6.3% | +1.2% | -7.5% | -6.3% |
| 30D | -8.5% | +9.2% | -17.7% | -9.1% |
| 3M | +1.8% | +29.8% | -28.0% | 0.0% |
| 6M | -19.9% | +69.2% | -89.1% | -22.7% |
| YTD | +10.6% | +66.4% | -55.8% | +6.7% |
| 1Y | +17.9% | +123.4% | -105.5% | +11.4% |
| 3Y | +27.0% | +33.2% | -6.2% | +22.5% |
| 5Y | +68.7% | -52.0% | +120.6% | +71.4% |
| 10Y | +181.1% | +33.6% | +147.5% | +164.3% |
| All | +3,555.3% | +1,401.8% | +2,153.5% | +2,862.5% |
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