+74.7%
LNG vs ILMN
+37.1%
+37.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -5.4% |
| 7D | -6.2% | +1.9% | -8.1% | -6.2% |
| 30D | +8.0% | +12.3% | -4.3% | +7.9% |
| 3M | +16.9% | +33.5% | -16.6% | +16.7% |
| 6M | +8.7% | +69.4% | -60.7% | +8.2% |
| YTD | +43.0% | +60.9% | -17.9% | +42.4% |
| 1Y | +19.4% | +115.0% | -95.5% | +18.0% |
| 3Y | +74.7% | +37.0% | +37.7% | +67.4% |
| All | +74.7% | +37.1% | +37.6% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling