-14.4%
LUV vs ILMN
-54.6%
+40.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | +0.7% | -3.9% | +4.5% | +1.5% |
| 30D | -13.4% | +6.9% | -20.3% | -15.0% |
| 3M | -9.6% | +28.1% | -37.7% | -15.2% |
| 6M | -8.9% | +65.0% | -73.9% | -19.7% |
| YTD | -5.2% | +56.3% | -61.5% | -15.9% |
| 1Y | +27.0% | +108.7% | -81.7% | +4.1% |
| 3Y | +39.6% | +33.1% | +6.6% | +21.2% |
| 5Y | -14.4% | -54.1% | +39.7% | -23.3% |
| All | -14.4% | -54.6% | +40.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling