+208.1%
LRCX vs ILMN
+127.6%
+80.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.5% |
| 7D | +1.9% | +1.2% | +0.7% | +1.6% |
| 30D | +0.1% | +9.2% | -9.1% | -1.7% |
| 3M | -8.5% | +29.8% | -38.3% | -13.0% |
| 6M | +38.1% | +69.2% | -31.1% | +25.0% |
| YTD | +80.1% | +66.4% | +13.7% | +63.3% |
| 1Y | +208.1% | +123.4% | +84.7% | +169.0% |
| All | +208.1% | +127.6% | +80.4% | +169.0% |
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 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