+17.5%
LUV vs ILMN
+28.7%
-11.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.8% |
| 7D | -1.0% | -5.4% | +4.4% | +0.3% |
| 30D | -12.4% | +7.0% | -19.4% | -13.9% |
| 3M | -11.0% | +24.2% | -35.2% | -15.8% |
| 6M | -5.0% | +69.9% | -74.9% | -16.4% |
| YTD | -3.8% | +57.4% | -61.2% | -14.5% |
| 1Y | +25.9% | +107.9% | -82.0% | +3.9% |
| 3Y | +42.2% | +37.1% | +5.1% | +24.7% |
| 5Y | -10.8% | -53.7% | +42.9% | -5.5% |
| All | +17.5% | +28.7% | -11.3% | -0.7% |
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 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