+478.4%
LRCX vs ILMN
-52.9%
+531.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.4% | +5.2% |
| 7D | +10.4% | +1.9% | +8.5% | +9.6% |
| 30D | +2.9% | +12.3% | -9.4% | -1.5% |
| 3M | -1.2% | +33.5% | -34.7% | -10.9% |
| 6M | +60.9% | +69.4% | -8.5% | +33.4% |
| YTD | +87.5% | +60.9% | +26.6% | +56.9% |
| 1Y | +206.6% | +115.0% | +91.7% | +128.3% |
| 3Y | +392.1% | +37.0% | +355.1% | +311.3% |
| 5Y | +478.4% | -53.1% | +531.6% | +664.3% |
| All | +478.4% | -52.9% | +531.3% | +664.3% |
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