+216.3%
LUV vs ILMN
+1,401.8%
-1,185.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.5% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -18.4% | +9.2% | -27.6% | -19.6% |
| 3M | -3.2% | +29.8% | -33.1% | -7.2% |
| 6M | -14.8% | +69.2% | -84.0% | -21.5% |
| YTD | -2.9% | +66.4% | -69.2% | -10.6% |
| 1Y | +29.6% | +123.4% | -93.8% | +13.5% |
| 3Y | +35.2% | +33.2% | +2.0% | +25.6% |
| 5Y | -11.7% | -52.0% | +40.3% | -8.0% |
| 10Y | +21.6% | +33.6% | -12.0% | +7.3% |
| All | +216.3% | +1,401.8% | -1,185.5% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling