+194.7%
LNG vs ILMN
-43.7%
+238.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.1% |
| 7D | -5.5% | -9.8% | +4.3% | -5.0% |
| 30D | +5.7% | -22.7% | +28.5% | +6.7% |
| 3M | +10.7% | +12.1% | -1.3% | +9.6% |
| 6M | +23.1% | +51.5% | -28.4% | +19.9% |
| YTD | +52.4% | +63.9% | -11.5% | +47.6% |
| 1Y | +40.0% | +76.6% | -36.5% | +34.9% |
| 3Y | +76.0% | +124.6% | -48.6% | +62.8% |
| 5Y | +194.7% | -42.7% | +237.4% | +197.5% |
| All | +194.7% | -43.7% | +238.4% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling