+24.4%
LNG vs ILMN
+127.6%
-103.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.3% |
| 7D | +3.4% | +1.2% | +2.2% | +3.5% |
| 30D | +14.9% | +9.2% | +5.7% | +15.2% |
| 3M | +21.4% | +29.8% | -8.5% | +22.7% |
| 6M | +17.8% | +69.2% | -51.4% | +20.5% |
| YTD | +51.3% | +66.4% | -15.1% | +54.3% |
| 1Y | +24.4% | +123.4% | -99.0% | +27.6% |
| All | +24.4% | +127.6% | -103.2% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling