+12.2%
LUV vs ILMN
+54.3%
-42.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +1.1% | -2.9% | +4.0% | +1.8% |
| 30D | +14.2% | -23.8% | +38.1% | +20.4% |
| 3M | +0.6% | +7.5% | -6.8% | -2.8% |
| 6M | +15.1% | +42.8% | -27.7% | +3.4% |
| YTD | +10.2% | +57.8% | -47.6% | -4.0% |
| 1Y | +38.4% | +72.6% | -34.2% | +18.0% |
| 3Y | +107.5% | +129.3% | -21.9% | +59.4% |
| 5Y | +1.1% | -44.5% | +45.6% | +2.2% |
| All | +12.2% | +54.3% | -42.1% | -9.0% |
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