+9,271.7%
LRCX vs ILMN
+1,379.0%
+7,892.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.1% |
| 7D | -3.6% | -9.8% | +6.2% | -0.9% |
| 30D | -30.3% | -22.7% | -7.5% | -25.8% |
| 3M | -27.3% | +12.1% | -39.4% | -29.7% |
| 6M | -24.2% | +51.5% | -75.7% | -31.8% |
| YTD | +30.3% | +63.9% | -33.6% | +14.5% |
| 1Y | +34.3% | +76.6% | -42.3% | +16.0% |
| 3Y | +232.6% | +124.6% | +108.1% | +163.8% |
| 5Y | +286.2% | -42.7% | +328.9% | +306.0% |
| 10Y | +2,547.4% | +59.7% | +2,487.8% | +2,125.1% |
| All | +9,271.7% | +1,379.0% | +7,892.7% | +3,103.7% |
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