+264.7%
LUNR vs ILMN
+37.1%
+227.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.2% | +7.2% |
| 7D | +6.5% | +1.9% | +4.6% | +5.5% |
| 30D | -4.4% | +12.3% | -16.7% | -9.3% |
| 3M | -47.3% | +33.5% | -80.8% | -54.1% |
| 6M | -11.1% | +69.4% | -80.4% | -30.3% |
| YTD | -3.4% | +60.9% | -64.3% | -24.4% |
| 1Y | +85.8% | +115.0% | -29.2% | +26.5% |
| 3Y | +264.7% | +37.0% | +227.6% | +165.2% |
| All | +264.7% | +37.1% | +227.6% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling