+20.0%
LUV vs ILMN
+59.3%
-39.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | +0.1% | -6.0% | +6.1% | +1.5% |
| 30D | +14.0% | -23.0% | +37.1% | +19.9% |
| 3M | +2.6% | +10.4% | -7.8% | -1.5% |
| 6M | +17.3% | +49.4% | -32.1% | +4.3% |
| YTD | +14.0% | +62.3% | -48.4% | -1.4% |
| 1Y | +47.9% | +73.7% | -25.8% | +26.0% |
| 3Y | +114.0% | +122.5% | -8.6% | +65.4% |
| 5Y | +3.2% | -43.2% | +46.3% | +3.8% |
| 10Y | +20.0% | +59.0% | -38.9% | -3.0% |
| All | +20.0% | +59.3% | -39.3% | -3.0% |
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