+39.6%
LUV vs ILMN
+37.1%
+2.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.6% |
| 7D | +3.1% | +1.9% | +1.2% | +2.6% |
| 30D | -17.4% | +12.3% | -29.7% | -20.1% |
| 3M | -4.9% | +33.5% | -38.4% | -12.5% |
| 6M | -5.7% | +69.4% | -75.1% | -19.0% |
| YTD | -5.2% | +60.9% | -66.1% | -18.2% |
| 1Y | +24.1% | +115.0% | -90.8% | -2.6% |
| 3Y | +39.6% | +37.0% | +2.6% | +14.6% |
| All | +39.6% | +37.1% | +2.5% | +14.6% |
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