+17,338.5%
LNG vs ILMN
+1,401.8%
+15,936.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.6% |
| 7D | +3.4% | +1.2% | +2.2% | +3.2% |
| 30D | +14.9% | +9.2% | +5.7% | +13.2% |
| 3M | +21.4% | +29.8% | -8.5% | +16.4% |
| 6M | +17.8% | +69.2% | -51.4% | +8.2% |
| YTD | +51.3% | +66.4% | -15.1% | +38.9% |
| 1Y | +24.4% | +123.4% | -99.0% | +8.4% |
| 3Y | +79.7% | +33.2% | +46.5% | +64.4% |
| 5Y | +241.3% | -52.0% | +293.3% | +254.1% |
| 10Y | +603.1% | +33.6% | +569.5% | +497.9% |
| All | +17,338.5% | +1,401.8% | +15,936.7% | +9,758.0% |
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