+15.6%
LUV vs ILMN
+46.0%
-30.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.6% |
| 7D | +1.8% | +0.7% | +1.0% | +1.8% |
| 30D | +11.3% | -22.7% | +34.0% | +12.5% |
| 3M | +1.0% | +8.6% | -7.6% | +0.4% |
| 6M | +15.6% | +43.8% | -28.2% | +13.8% |
| All | +15.6% | +46.0% | -30.4% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling