+3,993.0%
LMT vs ILMN
+1,419.4%
+2,573.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.5% |
| 7D | -8.5% | -2.6% | -6.0% | -8.4% |
| 30D | +15.4% | -20.6% | +36.1% | +16.8% |
| 3M | +0.7% | +17.5% | -16.8% | -0.7% |
| 6M | +17.6% | +55.6% | -38.0% | +13.9% |
| YTD | +23.8% | +68.3% | -44.5% | +19.0% |
| 1Y | +31.6% | +81.1% | -49.5% | +26.0% |
| 3Y | +44.0% | +112.2% | -68.2% | +34.6% |
| 5Y | +98.8% | -42.6% | +141.4% | +99.1% |
| 10Y | +202.1% | +70.5% | +131.7% | +180.3% |
| All | +3,993.0% | +1,419.4% | +2,573.6% | +3,204.9% |
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