+113.2%
LUV vs ILMN
+135.0%
-21.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | +6.6% | -9.8% | +16.4% | +8.8% |
| 30D | +11.2% | -22.7% | +33.9% | +16.7% |
| 3M | +3.6% | +12.1% | -8.4% | -1.4% |
| 6M | +13.1% | +51.5% | -38.3% | -1.2% |
| YTD | +13.6% | +63.9% | -50.3% | -3.9% |
| 1Y | +44.4% | +76.6% | -32.2% | +19.7% |
| 3Y | +113.2% | +124.6% | -11.4% | +51.4% |
| All | +113.2% | +135.0% | -21.8% | +51.4% |
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