+796.3%
LNG vs ILMN
+59.3%
+737.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.9% |
| 7D | +4.5% | -6.0% | +10.5% | +5.3% |
| 30D | +8.0% | -23.0% | +31.1% | +10.9% |
| 3M | +15.0% | +10.4% | +4.6% | +12.5% |
| 6M | +27.1% | +49.4% | -22.3% | +19.3% |
| YTD | +58.1% | +62.3% | -4.2% | +46.0% |
| 1Y | +45.0% | +73.7% | -28.7% | +32.5% |
| 3Y | +82.6% | +122.5% | -39.9% | +54.4% |
| 5Y | +206.8% | -43.2% | +250.0% | +223.1% |
| 10Y | +796.3% | +59.0% | +737.4% | +662.6% |
| All | +796.3% | +59.3% | +737.0% | +662.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling