+27.0%
LUV vs ILMN
+108.3%
-81.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | +0.7% | -3.9% | +4.5% | +1.1% |
| 30D | -13.4% | +6.9% | -20.3% | -14.3% |
| 3M | -9.6% | +28.1% | -37.7% | -13.0% |
| 6M | -8.9% | +65.0% | -73.9% | -15.8% |
| YTD | -5.2% | +56.3% | -61.5% | -12.6% |
| 1Y | +27.0% | +108.7% | -81.7% | +15.9% |
| All | +27.0% | +108.3% | -81.2% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling