+3,866.3%
LRCX vs ILMN
+25.5%
+3,840.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -0.4% |
| 7D | +9.5% | -3.9% | +13.4% | +11.0% |
| 30D | +3.1% | +6.9% | -3.8% | 0.0% |
| 3M | -3.4% | +28.1% | -31.5% | -12.7% |
| 6M | +49.7% | +65.0% | -15.3% | +22.5% |
| YTD | +84.9% | +56.3% | +28.6% | +52.8% |
| 1Y | +200.8% | +108.7% | +92.1% | +118.3% |
| 3Y | +385.1% | +33.1% | +352.0% | +299.5% |
| 5Y | +460.5% | -54.1% | +514.6% | +586.8% |
| 10Y | +3,866.3% | +27.8% | +3,838.4% | +3,170.4% |
| All | +3,866.3% | +25.5% | +3,840.8% | +3,170.4% |
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 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