+274.3%
LRCX vs ILMN
-43.3%
+317.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.6% | +6.8% | +9.2% |
| 7D | -2.7% | -2.6% | -0.2% | -1.4% |
| 30D | -30.6% | -20.6% | -10.0% | -25.0% |
| 3M | -28.8% | +17.5% | -46.3% | -33.2% |
| 6M | -24.6% | +55.6% | -80.2% | -35.8% |
| YTD | +29.7% | +68.3% | -38.7% | +6.3% |
| 1Y | +39.5% | +81.1% | -41.6% | +11.6% |
| 3Y | +248.9% | +112.2% | +136.8% | +146.5% |
| 5Y | +274.3% | -42.6% | +316.9% | +349.4% |
| All | +274.3% | -43.3% | +317.7% | +349.4% |
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 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